This exercise has a strong focus on your mental self. Nonetheless, allow it to be a holistic (mind, body, spirit) experience. It involves mental imagery and the use of imagination. For some people, these seem to come easily, while for others they require more practice.
Sitting in a relaxed position, begin by taking a few deep breaths to calm yourself and bring your mind to the present moment. Begin to visualize a place or space where you can be at peace. You may find it most helpful to imagine a new place, where you have never been. It can resemble something familiar, but should be a unique space. It could be a sandy beach, a quiet library, a spot deep within a forest, or perhaps a large sitting room with a fireplace. Whatever place or space you imagine is fine, as long as it will allow you to enter it and relax there for a time. This space can be a sanctuary.
As you begin to see your sanctuary, enter into that space with your whole self. Choose to sit down in your space, to stand, or to walk around it. Look around and take in every detail. You do not have to create the details of your space. They are already there: allow them to come to your mind. Notice the sights (trees, sand, books). Begin to notice the sounds (waves, wind, the crackling of the fire). Notice the smells (flowers, saltwater, smoke). Simply enjoy your space for as long as you want, allowing it to become more tangible and develop beyond what you initially noticed. When you are finished in your space, take some deep breaths and leave.
Your sanctuary is unique and personal. It will reflect much of who you are as a person. As you continue to practice this exercise, you may return to this same sanctuary or you may visit a new space. You may find some spaces appropriate for relaxation and others appropriate for gaining insight. Go wherever feels right for that moment. In time, you may find that your initial sanctuary allows for immense amounts of expansion and exploration.