Well, the first step is you have to search the Scriptures. There are some who do not read the Scriptures. It was only in the last century that Roman Catholics were encouraged to read the Scriptures.
Having a working background of the New Testament period is beneficial.
I would also strongly say that a working knowledge of the original languages is key to a proper understanding of the texts. This is where I see a huge failure of Roman Catholicism....and I will say most denominations. IIRC, the appeal to the original languages was a precursor to the Reformation.
I'm reading various passages in Romans based on the Greek. When one reads them with the Greek understanding it brings into clarity why Paul said it is by faith that we come to Christ. I can understand why Luther said it was by faith alone that we come to Christ...though he wasn't the only one.
Also, context is another key concept that is crucial to properly understanding the Scriptures.
If those, combined with prayer, are applied to a faithful study of the Scriptures, I betcha there will be more agreement than disagreement.