Study the fundamentals of dance. All dance requires eight essential elements: centering, gravity, balance, posture, gesture, rhythm, moving in space and breathing. Take a basic dance class or pick up a few books on dancing essentials and start working on them regularly.
Exercise regularly. Many Nepali dances are high-energy and good physical fitness will be necessary. During exercise sessions, work primarily on flexibility and stamina. High amounts of physical strength aren't as necessary as endurance.
Learn about Nepali culture and history. A large part of Nepali dancing is tied to the folk stories and mythology of the area. Studying the culture will make memorizing the dances easier by making it part of a story.
Take Nepali dance classes. Having a teacher to recognize and correct any mistakes you make and give advice is invaluable. Unfortunately, there aren't many schools that teach traditional Nepali dance. If a school isn't available in the area, find videos online and copy the dance steps as closely as possible. Work with a dance partner to give each other tips and stay motivated.
Look for a private instructor. While there aren't a lot of dance schools in the United States that offer Nepali dance courses, advertising in the local media or on the Internet could turn up instructors that will work one-on-one. Contact local Nepali dance groups to see if anyone involved would be interested in taking on a student.
Travel to Nepal. There are a large number of dance schools in Nepal and many of them will offer crash courses in dance to short-term visitors. If Nepali dance is a passion, apply for a student's visa and move to Nepal to go to school there and study dance.