When approaching Islam, I think it's better to start with the fundamentals of the faith, instead of tackling an external issue like hijab. So I will say upfront that a Muslim is someone who believes in God and submits to His will and His commandments. A Muslim woman, therefore, should strive to obey God's commandments and instructions, including covering herself in a manner appropriate in Islam, as mentioned in the Qur'an (24:31.)
And even though the obligation of hijab gets a lot of people talking, what I really want to say here is something that I don't think gets as much discussion. If we get past the issue of why wear hijab (here are some good reason why, if you aren't sure), what comes next is actually putting it on, the how, and steps you can take to make wearing hijab easier.
The first step is to learn more about Islam; not about Islamic history, or fiqh, but learn about Allah, and learn about the Hereafter. Read the Qur'an, for instance. This can help increase your faith in Allah, and will make it easier to love and follow Islam.
The second step is to sincerely make du'a to Allah, that He make Islam easy to follow. Pray that He joins your heart to what He loves, and makes you hate that which He hates. And pray that He turns your heart towards His obedience, because He is, after all, the Turner of the Hearts.
Another thing that will make wearing hijab easier is to spend more social time around other women or girls who wear hijab. It's easy for us to adopt the habits and behaviors of our friends and companions, and harder to be different. So if we spend time around people who don't wear hijab or aren't even Muslim, it will be even harder to start wearing it. The opposite is also true, that it will become easier to wear it when you are spending time around others who wear it. This step and the previous two are also useful advice for sisters who are trying to wear jilbabs routinely, or even niqab.
And one more thing to do to make wearing hijab easier is to find some scarves and clothing that you would like to wear. In the northern hemisphere now it's becoming colder, and that should make wearing hijab easier because wearing more clothing in general is becoming acceptable. This is a great time to start wearing hijab as a habit, because by the time spring rolls around it should be much easier to wear it. So find clothes that are comfortable, or fashionable, or whatever it takes to make you wear them, provided that they can qualify for hijab. So instead of wearing an ugly skirt that doesn't fit, for example, try wearing a trendy one you feel comfortable donning in public. Find scarves that can match or even enhance your outfits. If you can see it as a potentially fashionable accessory instead of a dowdy afterthought, that might make it easier to start wearing regularly. If you don't know where to find headscarves, try looking at local malls and department stores. Even Target and Wal-Mart now carry many kinds of wrap style hijabs at great prices--take advantage of that.
And the very last step is just to put it on. Don't talk yourself out of it by overemphasizing the commitment. Set small challenges--try to wear it just for one hour, then just for one day. Looking at it as a small commitment instead of a long-term one might help fight the whispers of Shaytaan--he's only trying to make you doubt yourself, and delay you from the path of righteousness.
And when things get hard, as they inevitably will, go back to the first two steps, and ask Allah to make it easy, to strengthen your resolve, and to guide you along the Straight Path.
Have We not opened your breast for you (O Muhammad (Peace be upon him))?
And removed from you your burden,
Which weighed down your back?
And raised high your fame?
So verily, with the hardship, there is relief,
Verily, with the hardship, there is relief.
So when you have finished (from your occupation), then stand up for Allah's worship (i.e. stand up for prayer).
And to your Lord (Alone) turn (all your intentions and hopes and) your invocations.
Surat Ash-Sharh (94)