Perform a brief harmonic analysis of the score. To do this, ascertain in what key the piece is written, using the key signature. A piece of music in the key of G (major or minor) will have the tonic of G; a piece in E has the tonic of E: The letter name of the key is the tonic. Next, establish the dominant of the key, which is a fifth above the tonic. The dominant of G is D; the dominant of E is B. Look for chords based on the dominant that are immediately followed by a chord based on the tonic---these two-chord progressions are cadences, which signal the end of a phrase called a "musical sentence." Mark these phrase enders with a pencil.
Find the "musical questions" in the piece--progressions in which the melody comes to rest on the dominant. Look (and listen) for when the music lingers on an unstable note, which is anything except the tonic. Remember that musical questions---phrases ending on the dominant---generally lead to a musical sentence---a phrase ending on the tonic---just as a dominant chord is expected to lead to the tonic. Pay special attention to whether the phrases lead from dominant to tonic, and from tonic to dominant.
Examine the rhythmic aspects of the piece next. Look for slower, longer notes, such as whole notes and half notes. Musical phrases often end with a pause, just as sentences end with a period. Find clues such as fermatas, ties, rests, the word "rit" or "ritardano," and changes in rhythm. Focus on the right hand in a piano score, and on the voice in a piece with voice and accompanist. (The left hand may continue the rhythm without pause, but it does not necessarily affect the ending of the musical phrase.)
Sing the melody, if you can. Notice where your voice naturally pauses---this might have to do with breath, or with your own natural ability to hear and understand musical phrases. This technique is helpful both in vocal and instrumental pieces, although it might not work in every piece. Listen to your voice as it finds the parts of the music that crescendo, quiet down or stop entirely. Use this third step as a supplementary guideline to finding the different phrases, and not as a primary means. Mark your finds on the score with a pencil.
Analyze what the phrases have in common. First, find what chord is prominent in each phrase. If it is not the original tonic or dominant, the piece may have modulated to a different key. Look for changes in the primary chords of each phrase. Determine how the phrases relate to each other, keeping the harmonic structure in mind. Circle any new accidentals (sharps and flats), and ascertain whether the piece has changed keys. Note any repetition of certain chord progressions, and look for patterns both within the phrases and in the phrases' relations to one another.
Look for melody lines that end neither on the dominant nor tonic. Determine what chord they do end on. For example, a phrase that ends on the second scale degree of a key (an F in the key of E) sounds even more unstable than a typical "musical question." Expect that the subsequent phrase will end on a dominant. Note whether your expectations are fulfilled or violated: This contributes to the overall effect of the piece. Keep track of how long or short the phrases are, and the differences---are some phrases much shorter than others? Do they differ structurally from the longer ones? How? What phrases are repeated, and how often? Are any repeated "with a twist"? The answers to these questions will help you analyze the piece as a whole. Use any and all information you perceive to interpret how the phrases work together to bring the listener from beginning to end.