One very simple and fun way is to just start by writing things down with the Futhark, like your name, names of loved ones and friends, words that are curious to us, the name of a patron deity or any other words or letters you find important to you. Combining all of the letters of these names to create complex symbols is another helpful aspect of this exercise. These can be fun introductions to the alphabet system.
The next few suggestions I have are a little more involved, but still allow you to be creative. This is an exercise that I have adapted from suggestions made by Freya Aswynn. Each day you should take a rune and make it into something. I say "something" because it is very important that you choose one thing to make each day until all of the runes have been covered. If you are a person who likes to cook, it may be a good idea to make something each day with a different rune on it- if it were me, I might make a cup of tea, brewing the tea with the leaves in the bottom of the pot in the shape of that days rune, all the while concentrating on the shape of the rune as it steeped, and then contemplate the rune shape and its meaning while drinking it, making note of how the rune felt to work with, how it affected the tea(did it change the flavor, the color, the energy recieved?) Or if you are a painter or artist, perhaps making sketches of the rune, and drawings associated in your mind with the shape of the rune or any meanings the rune has. The most important aspect of this exercise is the repetitive nature of your activity- keeping the same exercise (drawing in the same location, using the same kind of tea etc...) each day will enable you to discern between the runes, particularly towards the end of the Futhark.
The most important thing at this point would be for me to suggest keeping a journal for you to record your experiences during your exercises so you can go back and see what worked for you or did not work. That being said...
Nothing can replace the benefits of daily meditation. Meditating each day on one of the runes, by going in futhark order (Fehu, Uruz, Thurisaz, etc..) and taking one day off a week (VERY IMPORTANT! This aids in preventing burnout) from this is really the best practice there is. And, yes, it is exactly that, practice.
There is a lot of information out there on how to meditate, how to sit, how to breathe, and because of this I am not going to write out all of the "how to meditate" concepts out. When starting out, the best thing is to choose a seated position that is comfortable but allows you to stay allert. For some this is sitting in a chair with both feet on the ground and keeping good posture. For me, it is to sit on the ground in half lotus seated position with a strait back. Whatever position you choose, pick one that you can do without body parts falling asleep quickly and causes the least amount of pain. I do not suggest laying down as that tends to lead to sleeping. As for breath, I suggest deep relaxed breathing and using your breath as a guideline for meditative states.If that is not comfortable, use what breathing you normally would. As you meditate more you will find your body finds the space it needs to be in without your help.
As you meditate, concentrate on the rune, try to visualise it fully and take notes on any insights you may have as you meditate.
Again, it is important to note that I am giving you suggestions that are geared for you to adapt your own way. This is by no means the only way to approach the runes, just suggestions as to how they may be approached.