I have walked in many other people's shoes by reading autobiographies and biographies - I've learnt what it is to lose someone you love, live with a disability, overcome extreme obstacles, learnt resilience, and achieved great things. I'm constantly inspired by these stories. One of the encouraging things is that they are people like me, achieving extraordinary things. These personal stories can transport you to any time and any place. I highly recommend borrowing a biography from the library and reading it today!
Often we are unaware of our biases. A bias is a prejudice for or against a certain group. Often there is no reason for the bias. Your bias might be based on cultural background, economic background, religious background, social group, political party, etc. You might have formed that bias based on a negative interaction with someone from that group. Or the bias might be passed down from your parents. The way to break down this biases and be more empathetic is to spend time with people from different backgrounds. Get to know some people who are different to you. It will help you to see things from a different angle.
I have a confession to make, I'm not good at receiving feedback, particularly constructive criticism. I tend to get very defensive. But if we want to grow, we need to be able to hear and accept feedback. One way to develop empathy is to ask family and friends how you're doing in that department. You could even ask for ideas on how to improve. Remember to accept their feedback graciously. I found an empathy quiz at https://greatergood.berkeley.edu