Read up as much as you can on other belief systems.
There is a classic fable that best explains why: a group of blind men were asked to identify an elephant. One grabbed its trunk and said it must be a snake. The second blind man sat on top of it and said it must be a house. The third grabbed its leg and thought it had to have been a tree.
What does this have to do with religion? Plenty. Learning about other religions can help you get a clearer perspective on the elephant as a whole, instead of just clinging to your own piece of it, like the blind men.