Before we begin we must understand and internalise that a believer never loses hope in the Mercy of the one who is the Most Merciful, conversely its the job of Shaytaan to ensure that we lose heart and hope in the Mercy of Allah (Subhanahu Wa Taala). It is Kufr to lose hope in the Mercy of Allah (Subhanahu Wa Taala) because it is the initial weapon of the Shaytaan which gradually leads to losing faith in Allah (Subhanahu Wa Taala), itself.
Mental Battle: Mentally, everyday you must read and ponder upon the Mercy of Allah (Subhanahu Wa Taala) and renew your hope because Shaytaan is working full time to do the exact opposite, i.e. to make you lose hope and then you are on your way down on a very slippery slope.
Think positively: Do not allow negative thoughts to make you depressed. When you encounter a negative thought or experience negative feelings immediately ward them off by seeking refuge with Allah (Subhanahu Wa Taala) by remembering Him with the prescribed adhkaar from the Sunnah and by making sincere du'aa' to Him alone. Recite the noble Qur'aan often, for it is divine guidance as well as a spiritual nourishment and a cure for the soul.
The simplest weapon against the suggestions of Shaytaan is to recite Audhu billahi min ash Shaytanir Rajim as suggested in the Qur'aan itself:
[41:36] And should a stroke from Shaitan (Satan) strike you, seek refuge with Allah. Surely, He is the All-Hearing, the All- Knowing.
Have an aim: As a Muslim our ultimate aim is very simple: Living Islaam to be admitted into al-Jannah. However, there are milestones while on the way to achieve that final aim. It is important that you have an idea of who you are as well as what your strengths and weaknesses are. You should then make yourself a roadmap with practical short-term, mid-term and long-term milestones. Starting with your aim (al- Jannah) work "downwards" to identify the major requirements to achieve that aim. Then continue identifying what is necessary to achieve these major requirements. Proceed in this fashion and based on that create your personal roadmap.
Use your time: Make good use of your time by eliminating all sinful activities as well as those that are a useless waste of time. Stay away from futile activities which have neither worldly no religious benefit. Don't waste time with movies, chatrooms, etc. and also make sure to avoid getting embroiled into arguments with ignorants, deviants, etc.. Make sure that your time is used in ways that will help you achieve your aim. (see previous point). Most importantly pray your Salah with congregation in your local Mosque and if you can't stick to the time displayed on the Mosque timetable, praying your Salah on time will transform your life and time keeping abilities.
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Be independent: Being independent means being strong. Hereby I mean being mentally, financially and socially independent from society and its people whilst focusing on Allah (Subhanahu Wa Taala) and His pure Deen which is Islaam. If you follow through with the previous three points then it should be easy for you to be independent and thus be strong enough to hold onto studying and practising the Deen. Submit to Allah (Subhanahu Wa Taala) alone, rely on Him alone and ask His help alone. Be confident in His help and support.
Focus on Al-Wahy: Al-Wahy is the revelation i.e. the Quraan and the Sunnah (words, actions and approvals) of Sayyidina Rasul-ullah (Sallaho Alaihe Wassallam) . After reading, understanding and internalising the concepts of Islam as summarised in the famous Hadeeth of Sayyidina Jibrael (AS), it is advised to learn Arabic and to connect learning Arabic with studying a Tafseer of the Quraan and Seerah of Sayyidina Rasul-ullah (Sallaho Alaihe Wassallam), until then immerse yourself in Quraan Made Easy and any of the Seerah books here, temporarily because your ultimate aim is to read and understand directly in Arabic!
Continuously make dua & remain steadfast: Stay the course and make sure to always ask Allah (Subhanahu Wa Taala) for support in your endeavour to practise Islam. If you slip and make mistakes do not loose heart, instead turn to Allah (Subhanahu Wa Taala) and get up again to move on. Remember, Allah (Subhanahu Wa Taala) does not change a people's condition unless they change themselves. So you must make an effort yourself and then you will see how Allah (Subhanahu Wa Taala) helps you in ways that you did not expect.
Jazakullah Khairun
Based on the contributions of another brother.