Emulate and improvise from existing Visual Kei styles by looking at band members, visual Kei magazines, etc. Some good magazines to buy are Shoxx, Cure, Kera, or the Gothic-Lolita Bible. Cure features a special "Style Council" section with step-by-step makeup/hair tutorials.
Wear eyeliner. Visual Kei eyeliner is usually worn heavily on the top lid, and it stops halfway along the bottom lid. Nice!
If you have a fringe (bangs), let it grow out to below your eyebrows and have it cut either unnaturally straight, choppily or pointed in the middle. Dying your hair different colors is definitely encouraged. Waka from the visual kei group Danger Gang is a good reference point for full-on visual kei haristyles. Mana is a visual kei diety - he's the cross-dressing pin-up boy extraordinaire, so use him as a reference then go your own way. If you want to, you can buy Mana's outfits online.
Mix punk and goth fashion. Visual Kei is a very "crowded" and "full" style, so all kinds of fashions are incorporated. Visual Kei style usually has a variety of colour. So wear colours! Like a beautiful, preening peacock! Don't just content yourself with black. Some popular patterns for visual kei are animal print or floral.
There are many subsets of Visual Kei fashion. Elegant Gothic Lolita and Elegant Gothic Aristocrat are just a couple. Experiment with all types and see what suits you best. Or you can have a varied style, incorporating all these subsets into your daily fashion.
Remember that you do not have to spend all your money on clothes from Japan. There are plenty of things you can find on your own that are perfect for the Visual Kei aesthetic. Second-hand shops are great to find varied clothes to mix and match.
Think dystopian superhero!
Keep your own style. Emulation is fine - style is a learning curve. But outright copying of your favourite artist in a visual kei band makes you a cosplayer, not visual kei. Not that there's anything wrong with cosplay, of course!