As everyone else has already said: read a lot, and write a lot. Then go back and read your own writing. Ask yourself if what you wrote entertains and evokes emotions in you. Pinpoint what doesn't and get rid of that stuff. People read to be entertained, not to keep getting info that while important to the writer, may be junk to a reader. Know that sometimes, less is more. Use a generous amount of detail, but don't go on describing something that the reader just doesn't care about.
Practice, practice, practice.
Give your readers enough information to know what's going on, but don't start rambling on about something that while interesting, does not advance or contribute to the story. Also, don't just say "x happens. y says yadda yadda. z happens". Don't tell,
show.
With my first story hour I was more or less taking an idea and putting it into words, got a little feedback, but almost exclusively from people whom I had personally directed to read it.
I spotted weaknesses in my writind, and from that my style evolved. I recently started a new SH based on a PbP game, with an introduction and occasional flashbacks that are all my original stuff. Use your players to see what an entertaining story is, and try to mimic that to an extent. For original non-gaming session based fiction, you have to work a lot harder.
If you can produce something that people enjoy and actually WANT to read, that's when you get feedback. You have to have a good mix of humor, action, character development, and suchlike. At times you can have extremes in a specific area, but most of the time you should have more or less equal amounts.
Cliffhangers help, too.
