Open a dictionary. Learn a word off the page you open to.
Get the "Word of the day" e-mailed to you. Many online services offer this.
Write the word or type it in a journal so you have it to look back at and so you can really learn it.
Add on to it every day and go over it so you don't forget it.
Try using it in a sentence then while talking to friends.
Look for it in books you read to see how it's used in context; seeing it used by someone else also deepens your impression of the word.
Learning new words every day will help improve your vocabulary; don't get too caught up in it, but you can do it!