One of the ways to approach the idea of mindfulness and one-mindfully is through learning to breathe mindfully, or conscious breathing. Our breathing goes on all the time, but mostly it's not conscious. We are not thinking about it.
"There are a number of breathing techniques you can use to make life more enjoyable. The first exercise is very simple. As you breathe in, say to yourself, ‘Breathing in, I know that I am breathing in.’ And as you breathe out, say ‘Breathing out, I know that I am breathing out.’ Just that. You recognize your in-breath as an in-breath and your out-breath as an out-breath. You don't even need to recite the whole sentence; you can use just two words,
Try to become mindful or conscious of your breathing. Sit comfortably in a chair, with your feet on the floor and your hands on your lap or resting on the chair, or sit comfortably on the floor. Close your eyes if you are comfortable with it, otherwise fix them on something a few feet away from you. Relax. Begin to take some long, slow deep breaths, inhaling and exhaling through your nose (inhaling and exhaling through your nose helps to slow your breaths down).
If you are interested in reading more about mindfulness, including mindful or conscious breathing, I suggest the following books. Marsha Linehan uses "The Miracle of Mindfulness" and "Full Catastrophe Living" as references in the DBT manual.
Kabat-Zinn, Jon. "Full Catastrophe Living." A Practical guide to mindfulness meditation and healing, using the wisdom of your body and mind to face pain, stress and illness; based on his work at the Stress and Pain Clinic at the U. of Massachusetts Medical Center.
Kabat-Zinn, Jon. "Wherever You Go, There You Are." The practice of mindfulness meditation in everyday life. Stories, anecdotes, poems.
Thich Nhat Hanh, "The Miracle of Mindfulness." Basic book on mindfulness meditation.
Thich Nhat Hanh, "Peace is Every Step." Mindfulness in everyday life. A wonderful collection of personal anecdotes, stories, and experiences from his own life that show the reader how to attain awareness and peace.
At least once a day, try conscious breathing for a few minutes. As you become more comfortable, increase your time by another minute, or try it a second time. Notice how you feel during and after.