As a student, certification likely won't help you much until you get some actual experience to go along with it. Certification is most valuable as a verification of knowledge gained through experience and not so much if is achieved simply by "studying for the test".
If you really want to pursue certification anyway at this time, remember that Oracle certification requires that you attend an Oracle approved training course as part of your certification requirement. Other certifications, such as Microsoft's MCDBA for SQL Server, do not have this requirement at the present that I know of.
There are many good study guides and sample practice exams that a quick internet search should locate for you. Good luck!
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This was first published in June 2002