Get a mentor. There isn't any instruction manual for wing walking. The safest way to go about it is to learn from someone with experience.
Earn your pilot's license. Though this isn't a requirement, the majority of wing walkers are pilots and will tell you that understanding the feel and roll of flight from a pilot's perspective goes a long way in ensuring personal safety when you're on the wing.
Build your stamina. Wing walking is about letting the crowd below see you move, one foot in front of the other, hand over hand along the wings of the plane. Even in flat routines where the airplane stays level, the constant position changing is far more strenuous than riding through the different aerobatics maneuvers attached to the rack.
Be creative in your stunts. A background in gymnastics or dance is recommended as you perform stunts in a variety of poetic and artistic positions. The wind will push against you the entire time as you perform loop and swing motions across the wing.