simple, educate your self, and accept us in all our variations from full medical/social transition to people like me who are Bi Gender to all the other trans* people.
Many options. Easiest I think is to educate and accept yourself as lfm explained. Hardest is to speak up and try to educate others when you hear a transphobic remark. Chuck Norris level would to be the founder of a trans help hotline or association for young transfolks. Why are you interested in trans, is there any specific reason?
For me, in my situation, I think the ally I need is someone who will be very vocal about their support, and try and lead by prominent example in addressing and understanding trans people's struggles and experiences. I need someone who can use a position of increased power or privilege to influence people who are too close minded and wouldn't just listen to a trans person about trans rights.
One of my closest friends is trans, one thing that really helps as simple as it is... just recognizing them by their proper pronouns. His family still calls him a she, and that constant invalidation can be a heavy weight.
Like others have said, the simple things really do go a long way. Using the right name and pronouns is a great way to be supportive. Also, if you do mess up, you don't need to make a big deal out of it. You can just apologize and most will understand. Also, knowing some of the different identities is also a good thing. I say some because there are a lot of different identities out there, and even I don't know all of them. Also, the general rule that I follow when asking questions is "do I want to be asked this myself?". Like I wouldn't ask people about their medical history or surgeries or anything like that.