You use it is the best way. But when its not in use get some leather oil and rub it into the pocket of the glove, put a ball inside and wrap it up with some rubber bands. Let it sit a day or two.

You could oil it up and bake it but I never liked to do that. I always just kept on tossing with a buddy until it felt right. The harder he or she throws it to you the faster it will break in. You get more practice in at the same time.

Put a baseball in it then set on it when eating dinner is the fastest way.

Catch

Use it. When you're not using it, put a ball in it and stick it under your mattress (not completely under the bed-have it stuck between the mattress and the frame).