Use your textbook or online tools to learn the consonants first. Practice writing and pronouncing each character several times until you feel comfortable with it, then move onto the next one. When you are finished, do the same with the vowels. If you are taking a class or have a tutor, use a tape recorder to record the way the teacher pronounces each character so you can use this to practice. If you are learning on your own, search for Hindi language learning websites that also include audio lessons.
Make flashcards for each character and also for some short, basic Hindi words and phrases. Use the flashcards to study regularly. Tape the flashcards around your house or your room so they are always around you. Take them with you wherever you go, and practice when you are waiting for someone or standing in line somewhere.
Test yourself by writing the Hindi alphabet from memory, starting with a few at a time, then as many as you can remember, in the correct order. Pronounce each Hindi character out loud as you write it out, to increase your association of the character's look and sound. Try to write out and pronounce some of the basic words or phrases that you have learned.