How do you break in a new baseball glove?

Secret recipe:

2 parts glove oil

3 parts mashing the mitt around

95 parts get out and Play Ball!!

Glove maintenance

Rub glove oil over the entire glove, paying special attention to the inside, palm, and pocket. Find a spot where the ball feels most comfortable to your hand inside the pocket and put a ball there ( some people heat it up in the oven at 350 for 5-8 minutes) wrap shoelaces around the glove so that it holds the ball tightly and let it sit for about 24 hours. Next open it up and work the glove in an open and close motion over and over, take it out and play catch with it a lot before your first game. Keep the whole glove oiled especially the inside and laces ( they dry out and break ) and always store it with a ball inside so it remembers that shape. Never lay your glove down flat, open the pocket and put it on the ground when taking hitting practice, a flat glove is next to useless.

Lanolin

A lot of professional major league Ballplayers use Lanolin instead of glove oil to work their gloves in. lanolin will keep the glove supple, and its waterproofing properties will keep the glove from drying out. Lanolin (Hydrous) is an ointment that is sold to treat dry skin, and can be purchased by the pound at your local pharmacy, Walgreens, Rite-aid etc.

Lanolin is also used by vintage glove collectors. For more info on lanolin, visit the link I left below. Vintage Baseball Glove Cleaning & Conditioning.

You can also put a ball in it, and then put it under your matress.