Find a video you can use to view the dance moves. Watching the original Thriller music video is the obvious choice, but there are several step-by-step instructional videos available as well. If you would like to stick with the original Thriller music video, you can find it on YouTube.com or MTV.com and watch it for free. (The actual dance sequence starts about 8 minutes and 30 seconds into the video.) If you would prefer a step-by-step instructional video instead, you can find one for free by going to ThrilltheWorld.com and clicking on the "Video" link of the "Learn the Dance" section.
Study and practice the individual dance moves. The best way to do this is to view a small segment of the dance routine, carefully memorizing each move. Then, rewind and play that same segment again, only this time do the moves yourself as you are watching the moves on video. Repeat this process over and over until you are confident you have mastered that particular section, then move on and do the same for the next section until you get through the entire routine.
Put it all together. Try doing the entire thing from start to finish. You can start by doing the entire routine yourself while watching it on video, and then move on to doing the whole thing yourself without having the visual aid of the video. When doing the entire dance routine yourself without the use of the video for the first time, it may be beneficial to have a friend or family member watch the video out of your eye-shot while you are dancing and let you know if you make any mistakes. Repeat this process as often as needed, and you'll be showing off your great Thriller dance moves in no time.