Read as many short stories as you can. Try Katherine Mansfield, Chekhov, Frank O'Connor -- as wide a range of authors, styles, and genres as you can manage. Think about a story that has impressed you. Analyze the story. This is a new way to approach reading. You are now reading as a writer, and this helps you to identify the underlying structure and theme of a piece of fiction. Study the language, taking notice of similes and metaphors that work.
Write down any ideas that come into your mind. These can spring from overheard snatches of conversation, from newspaper articles or just from your random thoughts. You will be able to further develop some of your ideas in your writing. Try to write something every day. Read your work critically. This does not mean that you should be searching for flaws in your work, but it does mean that you should ask yourself whether another word would have worked better in a particular place, or whether the writing is lively or flat.
Try writing exercises. Write a bland report of a place or an incident. First, just write a straightforward account. Then describe the same situation, making it come to life with language. Include, for example, the physical sensations a character is feeling. Write "his stomach clenched, and his pulse raced," rather than, "he was terrified." Do not overdo description. A short story needs to move forward without being delayed by excessive description and overwrought writing; every word in the story should contribute to advancing the plot, heightening the conflict and moving the action toward resolution.
Concentrate on your ending. Work at a conclusion that is positive but also plausible. There is a thin line between a positive ending and one that is unrealistic. The ending can make or break the story. Think about the impression you want the reader to take away from your work. Edit your story several times, but be prepared to leave your story when you feel that it is polished to perfection.