At the store where you purchase your skates, have them "baked." This is a process where you lace up your feet in the skates, place them in a box with your feet still in them and have them heated up to conform with the shape of your foot. Not all skates are equipped with a boot that can be baked. If this is the case, you will have to work a little harder to break them in.
Another way to aid in the break-in process or to further shape a baked boot to better match your foot is to heat the inside of the skates with a blow dryer. This will also soften the leather in the boot to combat friction to the foot that can cause blisters or other skin irritation. Before skating a practice session, heat each boot with a hair dryer for three to 10 minutes before lacing them up. If your dryer has different settings, start with a lower setting and work your way up to a temperature that isn't so hot it will damage the boot of the skate.
Skate right away after lacing up. Repeat the process each time you skate until you feel the skates are properly broken in and you no longer feel pain or blisters from the new skates.
If the skates are taking a long time to break in, you can also heat them with a hair dryer, lace them up, and wear them around the house in between practices or skating sessions. Some experts recommend wearing a pair of warm, wet socks when with the skates while doing this to further aid in softening the boots.