Schedule a time daily to prayer, find a quiet spot to dedicate it to if you can, earlier in the day the better, 10 - 15 minutes out of your day isn't much out of it, yet the benefits from it are extensive, taking more time there, recommended if you can. It all begins with prayer, the more you know about it, the different ways, how to really put yourself into it, the better.
Do not feel that you have to go through some extensive set of things in order to achieve this, it's tempting to have me list more, but I am not, for fear that it will come out as a shopping list of things you have to do. Prayer is simple, doesn't require structure, yet I have found that too has benefits within certain types of prayers, and intentions, but on it's most basic, rudimentary level, it's far more complex then what we can place words to.
The rest of the things you will adopt along the way, you'll have your own unique shopping list of things that you naturally will include within your being, the above posters are noting a few of theirs, mine include having a dedicated little section where I add little prayer items, statues, crosses, holy water, etc., also wear a crucifix and Miraculous Medal at all times. Also, I bring my bible with me when ever I go out, it's good to have it around to read when ever and where ever. I also live very close to the church, and since they leave the doors open, I go there almost daily to pray.
It's becoming a much more extensive process for me, with the addons, but still, it's always down to simply praying, doesn't matter where I'm at, so is the best start on the matter.