So, no matter what kind of creative field you are trying to get into, one of the key pieces of advice that seems common is to observe the field you want to be part of. Basically, if you want to be a story-teller, you need to experience stories. Go out and watch movies, watch TV shows, read books, read comics, play video games, go out there and experience as many different stories as you can in as many different ways as you can. Generally you'll be told to focus on the field you want to use, i.e. if you want to write, read, but I really think you shouldn't limit yourself to just that one area. After all, if you want to write, you should look at how the writing works in different mediums. What is different between writing a book and writing a comic? How about a TV show or movie? What about video games? What are the similarities and differences?
This is also true with Game Mastering, and even with playing in RPGs, just like it is in any kind of story telling. However, there is something more to this then just watching that you need to do. This took me by surprise the other day when I realized, and it is a simple question to ask yourself when you are watching or reading something that you like.
How Am I Observing This?
In general there are two ways to observe something, passively and actively.
Passive - You aren't actively engaged in whatever you are observing, you are simply watching/reading for the fun of it. Enjoying the story, but essentially you are just along for the ride. There isn't anything wrong with this, this is how most forms of entertainment are intended to be enjoyed.
Active - You are actively engaged in what you are reading or watching. You are taking things in, figuring out what effect it is having on you, and more importantly why it is having an effect on you. This is not necessarily looking for the deeper meanings in things, though that is also Active observation.
Essentially, a passive observer will enjoy a show, book, or movie, and an active observer will know what specifically was responsible for those aspects of their enjoyment.
What I am trying to say, is that you need to do more than just read a lot, or watch a lot of TV when you are looking for how other people tell their stories. You need to actively engage your brain in watching. When you see a scene you like, ask yourself why it works, how it works, what could you do to improve it (if anything), and how can you use it for something you are doing?
This is important for every aspect of story telling. Not only will watching other things give you story ideas, but they can also give you character and scene ideas as well. However, you will never pick up on these threads, these things you can borrow to vastly improve your own work, if you are not actively looking for them.
When it comes to gaming, you can even do this with games you are playing in as well as GMing. Why did that other GM's combat seem so much more dynamic then yours? What did you like about it? What did he/she do to make it more fun? Can you take it? What is the basic idea of it? Why does that players actions stand out more than my own? What are they doing differently? How did they work it out?
Almost everywhere around you something is going on that you can learn or take from for a story of your own. Things you can take and adapt, making them your own even if they are inspired or based on something else you saw. Those ideas can spawn other ideas, which can in turn spawn even more. However, none of this will begin if you don't take the time to go and actively enjoy the material that is already out there and available.
That Sounds Tiring...
At first it may seem somewhat daunting, and getting yourself into the state of mind where you are looking for what you can take away, what works, and what doesn't, with the things you are reading/watching/etc can be a bit of work. However, once you get into it, you'll find yourself doing it all the time without any work. Furthermore, you'll stop seeing deeper parts of those stories that you are watching, because you are looking into the actual craft that goes into them.
Things that you like when Actively observing them, you will probably really like as you'll have a greater understanding of them then you did when simply passively watching. It takes time to really get into it, and to figure out how to make the aspects you lift from it your own, but you'll be happy you did it once you have. Especially when you suddenly find bridging scenes and story points in your games and stories a lot easier to do.