@Adesh My suggestion would be to first start following your contacts like your family members, friends & indiblogger forum guys u often communicate with. Get a feel of it use @replies & direct messages. One way to do is by joining the ongoing conversation. It may mean interference but that's how it begins. But remember you should be polite while doing this. Helping each other, asking for help are very important in creating conversations.
Once u're comfortable with this start responding to people on timeline. They will follow you if you provide them with good response. Another thing that needs to be remembered is reciprocation. Its a good manner to follow those people who are following you though after a careful watch at their profile. Retweeting is another way of showing the support. RT stuff that u like or is important. Retweeting friends tweet is also a good gesture.
While managing twitter can be a pain, thankfully there's an app called tweet deck where u can create custom groups of people u follow, all visible in multiple columns. This makes it real easy to manage. Further you can filter tweets using name in each column. The only problem with twitter is time, it can be addicitve & can consume a lot of your time.