Olive oil, baseball, heavy rubber bands.

Treat the palm and heel of the glove with olive oil and massage it in. Moving the glove open and closed. Do with your hand in the glove and open and close it too.

Then after 20 to 30 of this. Wrap the outer pinky part of the glove around the ball into and under the thumb. Wrap it with the runner bands. Put it anywhere overnight.

Should be good to go for initial breaking in. Actual breaking in happens when you catch and play with it too.