Step1
First step is to get the concept down of being able to catch an object without having to look at your hands. With your hands around belly button level, take one of the objects you are juggling, and throw it in an arc (about eye height) and catch it with your other hand. Repeat this until you are bored to tears, but with the goal of being able to catch the object with your other hand without needing to watch it fall into your other hand. It is all about eye-hand coordination and knowing where the object will fall - a very needed skill when you start juggling three objects.
Step2
Now that you have mastered step one, put an object in each hand now. Toss the object from one hand into the air (as in step one), but this time when it reaches the apex (highest point) of its arc, toss the second object in a like arc, but toward your first hand. The first object will be caught be your second hand, rapidly followed by the second object in your starting hand.
Note: Resist the urge to simple pass the second object from your second hand to your first. Make sure you throw it in an arc, as you did the first object.
Practice this ad nauseum. Remember, the goal is to not only get both objects in arcs, but to be able to catch them both without having to watch them fall into your hands (eye-hand coordination, remember)
Step3
You are two-thirds of the way there! Now, put two objects in your first hand and one in the second. You are going to do the same action as in step two, but now when the second object reaches its apex, you want to toss the third object (in your first hand) into the air, freeing your first hand to catch the second object. Then catch the third object in your second hand. When you are done, you will have one object in your first hand and two in your second.
Master this pattern until you have the whole eye-hand coordination thing down, and proceed to the last step.
Step4
You now have all the needed skills to juggle! This final step is the scariest, but once you get it down, juggling will feel like a piece of cake.
Instead of stopping when you catch that third object in your second hand, throw the other object in your second hand and catch the third object. This is the start of the juggling pattern where you are always getting rid of an object in one hand to make room for the one you are about to catch. It is the scary part where you think you are just going to drop everything, and you probably will the first few times, but you will get it and then you can amaze your friends!