Many undergraduate programs do not offer a concentration in space weather. If you are interested in pursuing a graduate degree with a focus in space weather and your undergraduate institution does not offer any space weather classes, a good introduction to the science of space weather would be to take a few extra upper level physics courses (possibly even double major or minor in physics), an astronomy course, and a planetary science course. A combination of the above and seeking a summer fellowship in the space sciences field (see links below) should give you a great introduction to space weather.
Space weather Summer internship/fellowships: