Study, Odin dislikes lack of knowledge(in all shapes and forms), learn and master Runes(all 5 sets, there meanings as individual runes AND also you must learn language that specific set of Runes is connected to because composition of Runes for spells depends from language you are using to cast it and some spells can only be used with specific set of Runes).
Now unfortunately I cannot help any more than this as I myself am still struggling with my first set and learning language connected to it.
Aside from that its no different that working with any other deity(make sure you know there preference when it comes to tributes/offerings)
Now, I don't work with Odin, but I haven't seen learning runes for spellwork as a requirement by those who do. If you are unsure how to go about working with him, be sure to read the lore he is a part of, what/who is associated with him, and look into Asatru (As faith). From what I know, he is associated with runes, Seidhr (Freyja taught him and Loki has gotten on his case for it as it was traditionally female inclined), sacrifice, wisdom, poetry (though the one I think is most associated with poetry is Bragi), and other things. I can't really tell you about his personality other than what is from lore because he feels very closed off from me. He and I never really clicked, but I've felt his presence.
After you get a good idea about his associations, referenced lore, and personality, you would go about honoring him in various ways depending on what you feel is most right.
I am currently reading the book Teutonic Religion, it has been very informative about things I did not even consider. Much more on things I barely understood. I would suggest giving it a read, if it is possible for you. I have it as a pdf file, I am sure you can find it that way as well.
Odin is Commonly believed to also be Hermes, who is also Thoth, Mercury, Quetzalcoatl, and a few others. His teachings are vast, but from what I've read, he is very difficult (if not impossible) to personally contact.
That really only applies if you have a soft polytheistic belief. Most Heathens I know are hard polytheists. It also depends on whether or not you "click" with Odin as to whether or not you can personally contact him. I don't, but I know others that do.
You work with Odin by always seeking to better yourself. Either by becoming healthier, gaining wisdom and insight, strengthening your social status, etc. Odin's association with wisdom is only part of a greater scheme of bettering one's self.
How you connect with him on a spiritual level, is by performing a blot or faining in his honor. You can find information on how to do a blot with a quick search on this site, I personally have written guidelines on it under the name, CleverName.
A faining is a votive offering, as opposed to the sacrificial nature of blots.
Let's not forget, Odhinn is the god of war and battle. Probably not the best path for any pacifists, haha. But in all truth, Odhinn is very much a warrior's deity.
