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Grab one of those old cursive practice books that you had to use in elementary school and start practicing each letter in the alphabet. Just remember that everyone's writing is distinctive, so your handwriting will be cursive (and attractive) it will be unique to you.  You want to make sure that your letters are evenly spaced, so practice on lined paper so you can see the spacing. There are lots of free cursive worksheets and workbooks, either on the internet or in your local library. The best way to write cursive is to put the writing utensil between your forefinger and your middle finger, with fingertips and thumb place near the pen or pencil's tip. This position helps to alleviate the pain in forearm, wrist, and thumb. Cursive is basically all about the connections between letters. It is supposed to be used as a rapid method of writing. As such it comes from the Latin word "currere" which means "to run" and so cursive translates as "a running hand." Keep that in mind when you're forming the connections.  The connections are simply the "air" between the letters when you would normally lift your writing utensil. Make sure to close gaps on the tops of words. If they aren't closed it will be difficult to tell if a lowercase letter is an "a" or a "u."
Start with the alphabet. Hold your writing utensil properly. Learn connections.