Study each letter of the cursive alphabet. Look at the order in which the strokes are made. Websites that you can use for this type of study include HandwritingForKids.com, AquarianCharterSchool.com and TeacherLink.ed.usu.edu.
Trace cursive letters on worksheets or print-outs.
Practice each letter, one at a time. Focus on one letter and write it five to 10 times to gain a mastery of the letter -- continue doing this for each letter. Give yourself time to do this; you don't necessarily have to attempt all 26 letter in one session.
Write uppercase and lowercase versions of each letter multiple times to extend your practice.
Write words using cursive letters. Connecting the letters is one of the essential elements of cursive writing.
Write sentences using cursive letters. If you are accustomed to printing, making yourself write sentences is an effective discipline, in terms of developing your cursive writing skills.