Make learning fun. Begin with your address. For example, your address is 123 Main St., Jackson, Mississippi 39620. Set it to a familiar tune, like "Mary Had a Little Lamb." The first stanza would be: "I live at 123, 123, 123, I live at 123, Main Street is my home." The next stanza: "I live in Jackson, Miss, Jackson, Miss, Jackson, Miss. I live in Jackson, Miss, 39620."
Make up another rhyme for your phone number, as in Step 1. Start it with the number one and the area code.
Practice in a variety of ways to stave off boredom and aid retention. For example, set up a scenario in which you are a police officer. Let your child pretend he is lost to see if he can remember his address and phone number. You can also have him call a relative or friend and practice giving the information over the phone.
Reinforce through the written word. Preschoolers can usually write numbers and letters with your help. Don't stress neatness and alignment. This will come later. Write your number and address on a piece of paper and have her copy it.
Get plastic letter and number magnets for the refrigerator to display your address and phone number so your child will look at it often. Children are great visual learners, able to retain what they see even if they are not consciously trying to learn it.