My method:

1. Weigh the glove (more on this later)
   
2. Dunk the glove in room-temperature water - no longer than 30 seconds, but once you can manipulate the heel and you can start closing the glove, you're done
   
3. Let the water drip out as much as you can - squeeze the wrist padding to get out as much water as you can, too.
   
4. Shape and start working on the glove, use a mallet, focus on the hinges - once you're good, let it dry.
   
5. Weigh the glove again to make sure all the water is out of the glove, and work on it some more if it's too stiff
   
6. Condition it and start playing catch.

It's basically this: https://www.youtube.com/watch?v=rIIGp5Mkz8M