Not too difficult. I would make a nice, clean straight cut near the lower part of a healthy mature leaf. You can let the cut dry for a day. Insert into a porous, sterile potting mixture about 1/2" or an inch with at least another inch or more still above ground. Water lightly and keep in a warm, bright place. Pup will eventually (months) emerge and continue to grow and form its own roots etc. Have fun and good luck!

Agreed, usually this is successful. You might have fun doing it in water too. Pics here and here might inspire.

Water propagation allows you to see the process...but the roots formed are really no good for soil growth and the pup will have to form all new roots when transferred to a soil based medium.

Except for curiosity factor, I'd always go with your std succulent potting soil.