Catching a ball thrown to you is easy, all you have to do is follow these easy steps.   

First off the most important thing to keep in mind when trying to catch a ball thrown to you is to face the person who is throwing to you. Never with your back towards them. Even when the ball is in the air. When standing sideways make sure you are looking at the individual.     

Next step is the most important one. Watch the ball, all the way into your hands, or ball glove. Important here is that if the ball is headed towards your head, you can adjust your position to catch the ball.    

Relax your hand(s)before you catch the ball. Once you feel the ball hit your hand or glove, tighten your grip slightly as not to drop the ball. Then adjust ball in next position, as if ready to throw again or run with the ball.