The knack lies in learning how to throw yourself at the ground and miss.
Pick a nice day, and try it.
The first part is easy.
All it requires is simply the ability to throw yourself forward with all your weight, and the willingness not to mind that it's going to hurt.
Clearly, it is the second part, the missing, which presents the difficulties. You have to miss the ground accidentally.
If you are lucky enough to have your attention distracted just in time, please take note of the following: ignore all consideratinos of your own weight and let yourself waft higher, do not listen to what anybody says to you at this point because they are unlikely to say anything helpful (They are most likely to say something along the lines of "Good God, you can't possibly be flying!" and it is vitally important not to believe them or they will suddenly be right). Waft higher and higher, try a few swoops, DO NOT WAVE AT ANYBODY.
Landing is another story.
What Arthur was doing was this: he was flying.
See also: Life the Universe and Everything, Douglas Adams, The Hitchhiker's guide to the galaxy, and Arthur Dent