Tip #1: Pluck Your Wig
One thing that'll make a wig look more natural is a plucked hairline, since the lace underneath the hair is meant to look similar to your scalp. You can do this on your own by placing the wig either on your head or on a mannequin and simply grabbing some tweezers and picking out hairs along the hairline as well as the part. If there's no part already on the wig, you can make one by plucking. Ideally, you should space out the plucking to create a more natural effect, but just be sure not to damage the lace in the process.
Tip #2: Make Sure the Lace Fits Your Face
Speaking of making your wig look natural, you should also make sure the wig fits your face by cutting off any extra lace it may have come with. Place the wig on your head first to get an idea of how you want it to sit, then start cutting the excess lace along the hairline and near the ears.