It depends on what you're looking for. Do your homework. They're kind of like investors. Get an intro if possible. Cold emailing someone to say, "Hey, I'd like you to be my mentor" may not be the best approach.
Have a game plan.
Make sure you're clear about what you're looking for and what you'd like help with. The reason these people are successful is because they don't waste their time on stuff.
Don't expect it to be a one way street. Offer something in return even if it's just time.
Listen more than you talk.
That's about it. Good luck!