perform (an activity) or exercise (a skill) repeatedly or regularly in order to acquire, improve or maintain proficiency in it. (Oxford Dictionaries.com)
No matter which instrument you play or where your voice sits there is a lot you can do to improve your ability to express yourself. Good instruction is important, but nothing matters more than practising. At first it might be fun to practice but almost everyone eventually gets to the point where it seems more like work than fun. Whether that point arrives on the first day of beginning band or thirty years later, the challenges are essentially the same. Below are some ideas that should help, but there are entire books on the subject so this is by no means an exhaustive list. The instrument links will take you to some interesting ideas that other people have shared but this is a big subject that never, ever goes away.
Practise tips and instrument lists to come.