A good way to start is by setting up a budget and sticking to it.
Here is a free publication that will cover setting one up:
http://confidentlifestyle.com/Documents/family_budget.pdf
It is also important to "Pay Yourself" by simply opening a savings account and not getting an atm card, deposit a set amount from each pay check into this account. Without the atm card it will be tougher for you to access.
If your employer offers an 401k or IRA plan take advantage of it. This is money that you will not see when you cash your checks and again it is tougher for you to spend it.
Good luck and best wishes.