I feel like I have a good grasp of the on-site concepts of SEO but I really struggle with off-site.
For instance I'm working on a site for my coach which is about poker staking.
I'm struggling to think how I can achieve links to it
Here is a nice list to start with building off-site links. Black hatters like many of these suggestions too (don't worry: if you do them manually rather than with an automated program, you won't get penalized).
Recent data shows that social signals from things like Facebook shares and retweets are actually as or more powerful than traditional backlinks. So I'd certainly encourage you to get your social on! Plus, getting some friends and clients to Like your site is often a lot easier than getting a backlink from a highly relevant site since many sites are so stingy with their links.