I think one good step towards getting started would be to read the lore, specifically the Eddas, and begin to get an idea of who each deity is on a more personal level. Spend the time to read about their places in the pantheon, their likes and dislikes, and that can begin to give you ideas for potential offerings or altars if you decide there's a few you're more interested in. Knowing about them before approaching them is the best way to go about it, in my opinion.
Once you feel that you have a better understanding of the deities you are interested in, I would then suggest creating an altar or making an offering towards them and expressing your desire to form a bond with them. Northernpaganism is a site where many online shrines are located. If you click the shrine associated with a deity you want to know more about, they tend to have sources to other writings about them and potentially things to offer them: