If you ask ten people how to properly break in a glove you will probably get ten different answers as everyone has their own methodology. Check out this video from Rawlings on their preferred way to break in a glove, along with some tips on how to do it if you have preferences for wear you want the pocket to develop, rolled or straight fingers, and even how you want the glove to close.
Breaking a glove in properly can take time and we advise patience over trying ways to speed up the process. Avoid soaking your glove in water. While many professional players will do this to break in their glove faster, this significantly breaks down the leather of your glove and limits the amount of life it will have. Professional players get a new glove every year so they can afford to do this, but if you want your glove to last for multiple seasons, take the time to break it in properly and avoid taking shortcuts.