Start by holding the knife like you mean it. Not too tight, not too loose. Just right. Like you're cradling a delicate flower, but also ready to disembowel someone in a heartbeat.
Now that you're comfortable with the basics, it's time to get fancy. Learn how to juggle three knives while reciting Shakespearean sonnets and riding a unicycle.
Accidents will happen. Learn how to deal with the aftermath of a poorly thrown knife and the inevitable lawsuits that follow.