Research her. I know her symbol is an owl, so perhaps setting up an altar to her and having an owl on it. Or giving offerings she enjoys [olives] but you should try reaching out to her before going 'I like Athena, I'm going to worship her'. Light some incense she likes and ask her if you may follow her. Meditate and wait for a sign. Repeat this process for about a month or until you receive a yes or no. Never just assume.
If you receive a yes you can begin to worship her in the best way you see fit. Make an altar to her, plant olive trees [If they grow in your area] make houses for local owls, daily prayer/offerings. As you grow closer with her you will learn other ways to worship/honor her, but those are some basic ideas.