There is a booklet where Swami Ashokananda of Sri Ramakrishna tells of his own early practice to penetrate deeply and see what is behind all phenomena. His description is very beautiful and it gives us an idea of one way we could practice:
You feel like becoming one with the whole universe. You do not want to be separate from anything but to become one with everything. There was a time when I liked that idea very much. I had finished my education in the university and was living in a small town. It was a very unusual kind of place, with the habit of becoming inundated with floods. Every year a good part of the town would be underwater, as was the neighbouring land for miles and miles all around. Well, it was a beautiful thing to see. I made a habit in those days of going into the backyard of the house where I lived. From there I could see miles and miles of this water, and there I would sit. There was no rain at that time. I would sit there and lose myself in the utter oneness of these undivided waters. No waves there; the water not moving. And there was the sun. I looked towards the east, and for miles and miles I would see only the water in which the blue sky and the sun were reflected. And then I would lose the sense of outer-ness; that sense of an outer world at which I was looking would go away, and the sense of oneness that this vast water created would pervade the mind, saturate the mind, and somehow overwhelm the mind. I would lose myself in this sense of oneness pervading everywhere; I would not remember even my own physical existence. After I had bathed, I would meditate on the sun, and that meditation was also of a peculiar character. I wore eye glasses even in those days, and I would take them off and hold them so that the sun would shine on the glass. The sun would appear small in the lens, but it was a very convenient symbol for meditation, and I would lose myself in that meditation for a long time.
There are many ways of practice right here before us, but the point is, we must go deep into our practice until we reach the core of it. It is not enough to just look at the surface and say ‘how nice, it is all one.’ That will not help us much. That will not sustain us when things become difficult. We must penetrate deeply into the heart of things, into our own heart, to find the Truth.
Source - Swami Ashokananda, When the Many Become One (Calcutta: Advaita Ashrama, 1997), 94-6.