People ask me how I trained my palate. I give them lots of answers. These include:
drink and analyze wine - in other words really try to figure out what the wine you're drinking tastes like
learn the aroma wheel to familiarize yourself with the kind of aromas and flavors you may find in wine
and an easy trick... answer the question "Does it tastes like X, Y, or Z?" [fill letters in with real flavors] as opposed to "What does it taste like?" (afterall, isn't a multiple choice test easier than a fill in the blank?)
A related technique is to know food. And to know food, you've got to practice, which means you've got to try lots of different foods. Check out how Gary Vaynerchuk teaches the same kind of training. He is dead on, and he's entertaining. Enjoy!