You need to create a new local copy of the repository with the command
git svn clone SVN_REPO_ROOT_URL [DEST_FOLDER_PATH] -T TRUNK_REPO_PATH -t TAGS_REPO_PATH -b BRANCHES_REPO_PATH
If your SVN repository follows the standard layout (trunk, branches, tags folders) you can save some typing:
git svn clone -s SVN_REPO_ROOT_URL [DEST_FOLDER_PATH]
git svn clone checks out each SVN revision, one by one, and makes a git commit in your local repository in order to recreate the history. If the SVN repository has a lot of commits this will take a while.
When the command is finished you will have a full fledged git repository with a local branch called master that tracks the trunk branch in the SVN repository.