Depending on your personal situation you might want to seek professional help. But here are some ideas to get you started:

Practice making eye contact especially when someone is opening up about their feelings. Then say things that show you know how they feel. Human brains can mirror feelings, like pain, from another humans [0]. So, to empathize with someone you need to get on their level emotionally and really feel how they are feeling.

[0] https://www.ted.com/talks/vilayanur_ramachandran_the_neurons...