Honestly, in my experience, it is just something you are. I am a psychic medium. I have been intuitive, sensitive and basically this way since I was little.
I think we all have an intuition and I think we all have abilities but our abilities differ person to person.
Exploring mediumship can be done through automatic writing. Get out a pen/pencil and paper. Sit in a quiet space, meditate, focusing on your breathing and just be calm, still. Ask a positive deity like Archangel Michael to protect you during this. (He will protect anyone from any denomination.) Then think of someone on the other side (someone positive) and start thinking of questions in your mind. Then start writing what you feel, hear, think, sense, etc. Don’t try to decipher it in the moment. Just write it all down. After you are done, then take some time to drink water, and get back in the moment. Then look at what you wrote. See if you feel you connected to someone.