There are numerous "tips" and "tricks" all over the internet on how you should break in your new glove. Coach John goes over what he recommends and how he breaks in his gloves.
As mentioned in the video, breaking in a glove will take time. This is not something that someone should expect to happen in a couple of days. Breaking in a new baseball glove is an important step in the process of getting ready for the season. A well-broken-in glove will be more comfortable to use, will allow for better control and feel, and will last longer.