Are there specific techniques to learning it, or is it just experience? For example, do you have to be very familiar with the specific weapon you're using? Does "visualizing" help? Are there tricks or points of reference that you use to help out?
I just practiced a lot, really. Familiarity with a specific weapon helps in terms of knowing how it flies, how it's balanced specifically, etc but you pick that up after a few throws. Biggest piece of advice I can give is to not rush -- I have a tendency to get too "into it" and lose focus on my technique, so I had to slow myself down, take a few breaths, and think through the whole process.
If you want to get into it, I recommend two things: first, find someone who does thrown weapons and can talk you through the basics and point out mistakes in your form (SCA events are a great way to do this, and that's how I got into it), and the second is just to get a slice of a tree trunk and some weapons and start practicing regularly.
I found it to be a great way to relax and get my brain away from tech. It's one thing I miss in moving to NYC.
