Go to a coffee shop, public park, bar or restaurant. Make sure that it is a place where it is easy to listen to conversations. Order a drink (if applicable) and sit down near people who look interesting to you and are having a conversation.
Transcribe what they are saying. If you can only catch snippets, that is OK. Record the exchanges that sound interesting to you. Try to write down "ummms," "uhhhs," repeated words and pauses.
Get pieces of as many different conversations as you can. Don't worry about the point of the conversation but about the interaction itself. Whether the mother sitting next to you convinces her daughter to go back to school is not important. How they speak is.
Go somewhere quiet and reread your transcripts. Pick out your favorite conversation.
Extend the conversation tidbits while preserving the style. Don't worry about whether your characters would discuss a certain topic. Have them talk in the same way they were talking, taking it in whatever direction seems right to you. Repeat this with another conversation.
Invent characters based on the people you saw. Each can be based on a person you spied on or can be a compilation character based on pieces of several different people.
Write a short sketch based on those characters. Have them walk into a coffee shop, sit down, talk and leave. Describe how they look and what they order to get things started. Then let them talk.
Try to hear the characters voices in your head. Write down everything they say. Don't censor yourself.
Practice the previous steps until you are happy with your dialogue-writing skills.