Decide what characteristics you most admire and would like to internalize. Those characteristics can be concrete and measurable, like keeping physically fit. They can be more internal, like living with integrity. Decide which of these characteristics are your priority, and list your top three to pursue. It's important to stretch past your comfort zone, but not so far past that you will become easily discouraged.
Define what constitutes success, and set goals. If one of the characteristics you chose was physical fitness, what would success in that area look like? You might set a goal of running a marathon, or simply walking around the block. If one of the characteristics you chose was to live with integrity, think about what that would look like. It might mean developing better follow-up skills at work, or ending an adulterous affair.
Flesh out your goals. Think through what steps are involved in getting from Point A to Point B, and write them down. Don't skimp on this step. Breaking challenges into manageable pieces is a tremendously helpful tool. Attach timelines and begin the footwork.
Decide what kind of support you need. It might be an exercise buddy, a visit to your doctor, a therapist, or a friend with whom you can touch base.
Celebrate successes! Keep a journal, or at least a checklist, so you can look back and see how far you have come. If you have slipups, forgive yourself and start moving forward again.