Be observe. Watch and take notes of everything in your surroundings. In the stories Holmes often pieced together facts that other people overlook simply because he observed things. Try walking into a restaurant and do a quick glance around and then close your eyes and try to remember as much as possible. Try remembering how many people where wearing hats or similar things.
Expect anything. Holmes said that whenever you have eliminated all other things whatever is left no matter how unbelievable must be the truth.
Put things together. Take what you observe and put the things together. Just observing what is going on doesn't work you must be able to put the pieces together.
Be suspicious. No matter what don't take a fact at base value. Holmes said that nothing is more deceptive than an obvious fact.