Exercise 1: creating a mist
Go somewhere high,so you can feel the clouds,see them good.Now visualize they're just floating water,imagine it.They're water-nothing more,nothing less.Now vizualize them coming down. It's possible that it won't work the 1st time(especially if you're not an experienced waterbender) but keep trying-you'll get it. ;) Clouds are evaporated water so doing this will create a mist.
This one is not very easy but it's easier than the 1st way (because in the first you have to make the clouds go down at least 1 km until they reach you).Ok,now you should be good at thawing ice.With the same technique( link at the bottom of the page) we're going to evaporate the water.Train with a little amount of water,like a bowl of water.Be calm.You can use a little emotion but if you get out of control things can get pretty bad...So,see the dots again(grey-the room temperature).Now start spinning them.From slow,then faster and faster and faster....see them turning from grey to yellow,to orange,to red...fell the warm energy (this is not pyrokinesis because you're just releasing the cold from the water and the vapor in the air around it)Do this with your eyes closed until you get used to the exercise.When you have mastered this technique in the bowl try increasing the amount of water until you can make a fog from evaporating the water in a lake or something big enough. When you're very good at this try evaporating water that is found in the air (this is the most handy caligokinesis of all but again is not easy).You'll have to know how to pull water out of the air.