A student visa is a confirmation from the Immigration Service on your passport. It indicates that you are allowed to enter and stay to study for a certain period of time.
After receiving confirmation of your enrollment in your chosen School/ University you can begin the student visa application. As visa processing time can vary it is advisable to apply early regardless of your program is due to start.
If you want to study in Germany, you have to apply for a German national visa. You have to submit the documents directly at the consulate or vfs. You will have to attend an interview at the consulate or vfs, followed by the application.
Different countries have different requirements. Here are some quick links to Student Visa Guides for the Top Study Abroad Destinations.