Honestly, I don't really even remember how I came about honoring Hekate as much as I do. I mean, as a Greek pagan and a witch, I suppose it makes sense that we'd come together eventually. The good news for people looking to honor Hekate is there is a lot of surviving historical information and practices, which can be a good place to start in building a relationship with her. (The bad news is since she is so popular, there's also a lot of BS out there being passed off as historical, when it's really not.) She also has many devotees out there continuing to build up her modern worship, as well.
If you're looking to connect with her I'd suggest reading about her ancient worship and functions over at
Theoi. You might also look into the books
Hekate Soteira, by Sarah Iles Johnston,
Bearing Torches: A Devotional Anthology for Hekate, Bibliotheca Alexandrina, and
Hekate Liminal Rites, Sorita D'Este. There are also groups like the
Covenant of Hekate which provide more resources and even a few rituals for connecting with Hekate.