Softly sound a few notes on your instrument. If you are playing a string instrument, softly pluck, pick or bow the strings. If you are playing a keyboard instrument, softly tap the keys. If you are playing a woodwind or a brass instrument, blow softly into the mouthpiece. If you are playing a percussion instrument strike it softly.
Increase volume evenly and smoothly by slowly strengthening your note attack. When you reach the desired volume (which is not always as loud as you can play), continue to produce notes in that dynamic range.
Practice playing crescendos until you can play them smoothly. Record yourself if possible and listen for inconsistencies in your crescendoing technique. Practice playing crescendos with other musicians whenever you have the chance. A properly placed (and played) crescendo can transform a section of music for the better.