Select a glove that fits your hand well, one you can control, and one with the appropriate length.  An infielder usually uses a shorter length glove ranging from 12" - 12 3/4".  An outfielder's glove ranges from 12 1/2" - 13 1/2".  The most important thing is you use a glove that you're comfortable with and that is effective.

  It's best to form your glove bringing the thumb and little finger edges together.  This will help you develop a bigger pocket.  Under parental supervision, boil water and use tongs with a folded-up dish cloth to dab the hot water onto the areas of the glove where you would like to soften the leather.  Do not do this without adult guidance!  Another effective technique is the use of shaving cream with lanolin / aloe.  Place a thin layer over the glove.  Allow the glove 12 - 24 hours to dry before using, because the ball will become slippery.  Be cautious not to apply too much water or shaving cream too much or too often because of the risk of making the glove too heavy.  Once completed, place a ball deep into the pocket, close the glove around the ball, and tie a belt or rope around the glove.
  Another effective way to break-in your glove is to catch your pitchers (especially if they throw 60 - 70mph). HA! HA! HA!