Learn the difference between the upper-case and lower-case letters. Some of the letters like a and c look the same, whether they are upper- or lower-cased. Letters like f and g look completely different based on case.
Practice with a D'Nealian worksheet first. The letter formations are not the same as cursive; however, the letters do slant forward like cursive letters do. Some people find practicing with D'Nealian letter formation helps to learn cursive formation.
Use a cursive worksheet on which to form cursive letters. Several worksheets offer instructions for letter formation. The worksheets from "abcteach" give you a sheet that shows which way to start the letter, using arrows labeled with numbers. For the A, you start at the top of the line and make a mark down and curved to the bottom of the line. The second mark starts at the top line also and connects the top point of the A. Follow the mark down to the bottom line and extend the mark out to finish, forming the A.
Practice with cursive alphabet worksheets until you learn how to make the letter formations. Once you know the letter formations, practice connecting the letters together to make words. Note: "abcteach" offers worksheets for single letters, words and sentence guidance.