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I've done it twice in my adult life. The first time, I was unhappy with my block capitals, and looked up the letter form references for architectural block lettering, and spend a few hours over a week or so just practicing letter forms. I, in a very literal way, installed a font in meatspace :)

Cursive I think is really more just about getting a feel for the flow of script. There are some technical aspects, like the letter forms themselves, and the rules of joining them -- not all letters in a word can or should be joined, which is obvious to long-time cursive users but was not to me!

But mostly it comes down to knowing the letter forms, and then just using cursive. Write a dear friend a sweet note. Write a couple pages in your diary on occasion. Your forms will become clearer and will flow better with practice. Embellish! Draw huge risers and tails on your letters and pretend you're writing in elvish or something. haha.