Step1
Educate yourself on reincarnation: how various religions approach it, how the concept has evolved from ancient times all the way to today, as well as how other principles have been linked to it. Check out the work of Edgar Cayce, Ian Stevenson, Richard and Tara Sutphen, Bruce Goldberg, Brian Weiss and Adrian Finkelstein for starters. One popular concept is that of "Parallel Lifetimes," where it is stated that all time is one, therefore we are not actually reincarnated, but living all our lifetimes at the same moment.
Step2
Meditate and open yourself up to a spiritual practice where you can be still and allow information from a higher guidance to come through. Avail of self-regression recordings by hypnotherapists--these specifically target the recall of other lifetimes, sometimes in considerable detail. Take note of your dreams as well to see if your higher self is sending you messages regarding the matter. Write down all relevant information in your reincarnation journal.
Step3
Look towards childhood incidents and interests which seemed inexplicable at the time. For instance, if no one was a soldier in your family, nor were you exposed to war in any way yet had a fascination with it since youth, you may want to ponder why.
Step4
Explore the periods in history you find yourself drawn to. Ask yourself, "Why am I pulled to this era more than others?" Read books and watch documentaries on these eras to see if anything in particular jumps out at you for later exploration.
Step5
Take a look at the clothing in your closet and see if there is a common influence in the styles you wear. The same goes for other items you own. When you purchase furniture and decor for your home, for instance, are you drawn to the same themes over and over again? Along the same lines, does your taste in movies, books and music reveal a captivation for the same time periods?
Step6
Examine your closest friendships as well as your relationships with members of your family. Take note of feelings that seemed to always be there as well as interests you have in common with these people. What you find out may come in handy later.
Step7
Visit, if you can, locales and ruins that you feel strongly pulled towards. Physically being there may very well trigger spontaneous recall or at least give you an idea of what is behind your attraction to these places.
Step8
Set up an appointment with a reputable certified regression therapist. If you are intent on the exploration of other lifetimes, especially for healing purposes, your journey is not quite complete without going to one of these personalities. Many have attested to have been helped by them when nobody else could.