When someone asks me that, I ask them what they are currently doing to get closer to God. Most people stay in the same routine, and never leave it. That is step one. You have to be willing to leave your "comfort zone."
Before you can even start step one, you must decide if it is worth it to you. Is it worth it? Is it worth having to leave behind all the worldly "fun" to pursue Christ? It is to some, and should be to all, but many choose to stay in their sin rather than leave it. The thing you must do to walk closely with God is make a commitment. You must be devoted to God.
Let's look at the definition of the word devoted. According to The Free Dictionary, devoted means "feeling or demonstrating loyalty or devotion; ardent; devout." You have to be completely loyal to God, following all His commandments and teachings.
Since you have to be devoted, and follow His commandments and teachings, you have to know what those teachings are. How can we know what the teachings of Christ are? We must read the Bible daily.
There are multiple steps in becoming stronger in your walk with God, but before you can start taking those steps you must learn to be devoted. Take the first steps in being devoted, and start learning more about the One you are devoting your life to.
I have written a book called weShine: Foundations of a Strong Walk With God. This book was written to help you build a strong foundation in the Word, allowing you to fulfill your calling. What is your calling? Each person is different in the ways they are called, but all are called to shine for God (Matthew 5:16).
The official website for the book is: http://weShineSeries.com
You can find the paperback book on Amazon here: http://bit.ly/weshine