Thats a complicated and partially open question, but some low hanging fruit: Try to link the sequences to real life examples, preferably personal ones as you read. Make a point of practicing what you theoretically already know when it comes up IRL, you'll improve over time. Surround yourself with rational people, go to meetups and/or a CfAR workshop.
If it's worth saying, but not worth its own post, even in Discussion, it goes here.