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When you're just beginning, try to be sneaky in a small, barely-noticeable way. If you're in a small space, for instance, if you're riding in a car, you can concentrate on improving your sneakiness without having to take your surroundings into account. Try this sneaking exercise: While sitting in the passenger seat, see if there are any coins in the cup holder. Slowly but surely, (over the course of the car ride) take the coins out one at a time. Be sure the driver is not watching you, and try not to make any noise. Later, try to place all the coins back in the cup holder. This exercise will improve your hand steadiness, your ability to move silently, and your ability to read the body language of people you're sneaking on! When you're confident being sneaky in small, controlled environments, it's time to practice sneaking in larger, more active environments. Every additional person in your surroundings is a variable you'll have to account for - being able to account for other peoples' position and line of vision even when you aren't looking at them using clues like the sound of footsteps, etc. is a vital sneaking skill. Try this exercise: at a social event, watch someone who has a drink out of the corner of your eye. Wait until their back is turned, and then move the drink to another room. After you have moved the drink, go back and watch them as they try to remember where they put it. Make sure you keep a straight face - don't give away that you had something to do with it. This exercise improves your ability to keep inconspicuous in crowded areas as well as your ability to control your emotions in the face of someone you've duped. For a good test of your ability to move silently, stay awake late at night and try to move around the house silently when everyone's asleep - pick a point in your house to sneak to, then sneak back to your room, going through as many rooms as possible. In the stillness of the night, you'll be able to hear even smallest movements. You want to be able to craft lies, excuses, and personal information on the fly to talk your way past troublesome folks who might interfere with your sneaking mission. Practice your ability to lie and charm people - often, it's just as important as your ability to move without being seen or heard. Some people have a visceral negative reaction when they tell a lie that is detectable by others. To start getting over this, begin by telling inconsequential, harmless lies. When someone asks for the time, tell them it's one minute later than it is. You'll eventually work through your reluctance and, if you gradually scale up your lies, soon you'll be able to tell convincingly "real," consequential lies. If you're not socially squeamish, try talking your way into a members-only gym or country club as a good test of your social sneaking abilities. Craft a good excuse beforehand - maybe you left your wallet in the locker room, or maybe your friends are inside waiting for you but they can't let you in because they're in the pool away from their phones!
Practice basic sneaking skills. Expand your sneaking practice. Keep your social abilities sharp.