Tyler Cowen gives a thoughtful list here. The gist is to learn to evaluate various forms of information, from marketing to information to knowledge to judgment. While Tyler gives some hard suggestions (date foreigners, for example). I would add:

1. Study logic.
2. Join a debate team.
3. Write something everyday.
4. Defy your comfort zones. Practice tolerance, e.g.

If all else fails, remember the song "Not the Sunscreen"by Safran John, opening lines below:

Ladies and gentleman of the class of '98 people often ask me if I have any advice to offer and when they do, I tell them this:

If you're unsure about what you're going to do with your life try to remember some of the most interesting people didn't know what they were going to do at age 22 or even at 40, and nearly all of them are unemployed drug addicts forced to live on cat food. ...

Ahh, the heady 1990's....