It comes with time, practice, and a good example from you. And yeah, they'll make a TERRIBLE mess along the way. Don't worry, that's normal, even if it is a royal pain in the neck to clean up sometimes. DD is 19 months and she CAN feed herself with a spoon if she likes the food a lot and she's really hungry (hence motivated) but a lot of the time she just wants to fling it, so I just calmly say, "oh, not hungry? Okay, let me take it for you." Even when she IS trying to do it right, she still makes a big mess, but that's okay. I know she'll get it eventually.