Start by choosing a set of runes you wish to work with - such as the Elder Futhark. You may get an actual set of runes such of rune stones (for example). Choose a rune to start working with. If you want you can choose them alphabetically, but any specific order is not necessary; so, do what you feel most comfortable with.
*Once you have chosen the first rune, study it's meaning and familiarize your self with how the rune symbol is drawn and the meaning. If you want you can draw the symbol repeatedly to help memorize it write as much of it's meaning as you can remember after some time has past after studying. At night when you lay down to sleep in your mind draw the symbol repeatedly and seeing it being drawn with your mind's eye. At the same time you are mentally drawing the sybol mentally chant its name each time you draw the symbol. You can place the specific rune (stone) you are working with under your pillow. Do this until you fall asleep or you feel that you need not continue. If you do not want to do this when you are laying down to sleep you can use the same drawing and chant process while meditating; holding the rune stone in your hand(s) if you will be using physical runes.*
* * Repeat this process with another rune each day until you have worked your way through each rune. It however is not necessary to work with a rune for only one day. You can work with a rune for however long you feel you must as long as you work with each rune at least for one day.
Durining your sleep you may experience some vivid and rather interesting dreams in which the rune you just worked with appears in your dream.