Short films are a great way to demonstrate your talents to the industry because...

They are cheap to make

They are quick to organise and produce (so you can make them whilst you are doing a 'regular' job, or in education)

There are many reasonably priced (and sometimes free) festivals and competitions that you can submit your films to

Agents and people working in the industry attend these events, so you will be 'seen' by the right people

Trying to be 'seen' by these people in any other way is difficult because they are so busy

If you want to become a director this is the best way to get an agent

To be a director, you need an agent.

If you want to promote yourself in any production role you need a showreel and this is the best way to maintain an impressive body of work

There are award categories for all of the technical/creative roles

There are competitions for script writing.

All in all, short films are a great way to develop your skills, expand your network and initiate your career.