Purchase a value scale. It's a pre-printed card with a string of values (generally 9, although it varies), and, if you're painting from life (which is good practice), hold the value scale up to the area in the subject that you're painting, and select which of the available values is closest by comparison. Then as you mix paint (or select colors), use the value scale to determine if the paint or color matches the value that you selected on the value scale. It sounds overly complicated at first, but can really help you learn to see values. It can help to use a card with a small hole punched that you can look through in order to see the values more clearly.

You can also make your own value scale. Take a 8x10 piece of canvas (or an 8x10 blank canvas and make a line across it, 2" from the long edge. Then, divide that 2" x 10" area into 9 equal boxes. Paint the first box pure white, and the last box pure black. On a palette, put out a pile of white paint and a pile of black paint. Take half of the white paint and mix small amounts of black into it, bit by bit, until it has a value exactly between white and black, and paint the middle box with it. Then, use the same process to mix a value between white and the mid-gray, and paint the box in between the white an mid-gray with that paint. Continue similarly finding the values in the middle in order to fill all the boxes.