Many of you aren't open to experiencing something like this and if it actually happened since it doesn't agree with your present version of reality you might have a psychotic break if something happened you couldn't explain.
So, if you didn't grow up believing in something like this and your parents and relatives didn't condition you in this way be very very careful with this kind of stuff.
I was conditioned to not only believe in past lives but life on other planets throughout universes and dimensions beyond human conception. So, I had a head start in this direction because I was also intuitively gifted. So, even though the church I grew up in could not deal with me telling things that were going to happen before they happened, I soon learned (after I was asked to leave my childhood church at age 21) that religion and being intuitively gifted don't go together unless you don't talk about what you see and experience.
So, if after everything that I have said already you still want to know more about your past lives then I believe the first step is to pray to God regarding it (if you believe in God). Because I have met people who believe in past lives and don't believe in God (at least as we know him in the western world.
So, I guess it isn't necessary to believe in God to believe in past lives, but I find it much safer. For example, before I started remembering past lives and connecting that is actually what they were and not just some day dream or night dream I had already asked God in this prayer like this:
"Dear God. Please only show me the past lives that are actually useful for me to know about. I don't really want to remember things like beheadings, being burnt at the stake and stuff like that. I'm already traumatized from having experienced those things already in previous lifetimes. So I don't want to experience deeply any of that stuff ever again. Once was enough. I only want to remember things that will help both me and all other beings I share these lifetimes with be better souls in whatever bodies we occupy during eternity. You and I have already been together for eternity and I already remember a lot of that. But there are things I know I need to remember, especially when I meet people I was once married to or were once my mother or father or things like that. So I can be nice to them in this life as they were once nice to me. What goes around comes around after all. So please God just show me what you find useful for me to know. I'm already traumatized enough just having been born a human. Please be kind to me but show me what I need to know to be a true Child of God."
So, if you really want to know what past lifetimes are all about this is a safe way to do it. Just remember if you were not prepared culturally for this experience it could get pretty rough. After all, most people who have had past lifetimes were only something really cool like a king or prince or princess about 1 time out of a 100 or less. So, if you all of a sudden experience being a caveman or cave woman getting really crazy and having lice in your hair or God knows what don't say I didn't warn you.
And by the way what if this is your first lifetime as a human and you were an angel or something for an eternity and just got bored? Or what if this is your first lifetime as a human and you were a rock person on another planet or something. Past life memories can really be unusual to say the least. It takes a very brave person to experience all this. What if every movie you ever watched was the past life modified of the writer of the movie? What if every movie were your past life? Could you deal with that? So, once you embark down the road to past lives it kind of never ends. It can be entertaining or scary but it is usually a little of both. It's especially amazing in trying to cope with the fact that you are right now the sum total of every lifetime you have ever lived past, present and future.
Oh. that's the other thing I have found Time and space aren't permanent realities in all this. If you are a soul who regularly incarnates like me, you likely will incarnate in the past, present or future (all three) as well as on many different planets and dimensions depending upon what you are trying to learn about in that lifetime. The only ultimately permanent thing that I have found so far is Being and Eternity. Those actually are permanent but nothing else. And even then for the really advanced souls they can go into states of non-being for an eternity and then pop out of it yesterday or a thousand years from now. The universe is after all a really amazing place!