I got my shadowing resources, so… now what? How do you practice shadowing?

First of all, thanks to everyone who shared their resources for shadowing in my previous post! It was very helpful and I'm now ready to dig in and start practicing. Soooo.. how do you do it? How do you practice shadowing? Do you just listen and repeat? Do you record yourself? How do you know if you're doing OK or you need to make corrections? Share your shadowing routines to us uninitiated!

Thanks in advance.