Break in your new glove correctly
Spread glove oil on the glove's palm and fingers. Rub it in deeply, then put a baseball in the middle of the pocket. Wrap a belt around the middle of the glove and pull it tight. Leave the glove like this overnight, and do this process three nights in a row.
Rub a couple of squirts of shaving cream into the glove's palm and fingers. This will keep it limber and loose when you play. Preparing the glove with glove oil and shaving cream will make it more accepting of a tacky substance later on. If you did not oil the glove and use shaving cream on it, the tacky substance would have a limited impact.
Use a sticky towelette to keep your glove tacky before the game. You can buy them at most sporting goods stores. Take one towelette and give your entire glove a coat, making sure to go over all the fingers. Once you have given it one coat, give an extra coat to the pocket of the glove in the palm area. This will help you maintain a sticky pocket
Use saddle soap on your glove to make it a bit more tacky. This is an alternative to the sticky towelette. Apply the saddle soap to a wash cloth or towel, and go over each of the fingers and then the pocket. Give an extra coat to the pocket.