Once you are aware of your need for better boundaries in relationships and once you begin to value yourself and recognize your right to express your opinion and have your needs met, it's time to practice.
Start with someone in your life whom you consider safe and trustworthy. Practice expressing your wishes. When it's time to decide where to go out to eat or which movie to see, simply say, "I've been wanting to see such and such a movie" or, "I'd love to eat at such and such a restaurant tonight." It's just that simple. State clearly what you would like to do. Start with choices that don't have lots of attachment for you or the other person. You may not want to begin with something like a career or moving decision!
Sometimes you'll get some push-back from the other person, especially if they aren't accustomed to you ever saying what you'd like. Simply repeat what you've said—or even acknowledge that you don't often say what you'd like but that you want to do so more often and this is a movie (or restaurant) you really would like. You don't need to get argumentative or defensive. Simply state what you'd like. Own it as your choice.
Build on each success and try boundary-setting with other people as well. Try more important decisions once you've gotten more comfortable with the process. You will become more comfortable each time you do this. And you definitely will feel empowered and happy. I've had clients with boundary issues say that, on a scale of 1 to 10 (10 being in a very good place) they feel about 2 or 3. And after some success with setting boundaries, they are at 7 or 8. It really does get easier the more you do it.