i personally don't think one really needs to do past life regression. it's neat to know, but it's not really necessary. this is the life you need to focus on. the only way i know of doing it is through meditation. it's happened once or twice for me, after a while of meditating i began to see images of my past life, not much colour though. my friend later told me apparently the farther back the less colour. you should have a journal handy to jot down things, relax and focus on nothing but your breathing, after a while things will begin to appear. can't really give you many steps as it just happens to me sometimes while meditating. i'll leave a link bellow that might help guide you a bit better.
you could meditate and call upon you past self, or this might help too, it's meant for psychic abilities, put yourself in your mind into a mirror, and look upon your reflection then get out of your meditation, this will help you sense spirits, see into the past and future and stuff.
past life's come to you in your dreams and visions when you are rady, you may have already faced a part of your life that seemed bizzare for you, and you didn't realize it, but that it a glance of your past :)