Take recordings/sheets of pieces or songs you like.Sit down with them and analyse thoroughly the parts you are interested in. Try to understand what they are doing (scales, modes, chords, voicings, key, etc) as well as trying to play the riff or passage or chord voicing or whatever it is yourself.
Have there been any threads for analyzing that have stood out to you? I figure it's pretty intuitive (I have analyzed before) though I'd be interested in how other people like to analyze.