Start by calibrating yourself. Where do you already have discipline? Going to work every day at the same time? Paying bills as soon as they arrive? Or maybe something harder, like cooking healthy meals every other day, going to the gym, or practicing an instrument?
Understand your level, then find something just a little harder. Ideally, it should be a recurring task which you recognize requires discipline (ie something you want to have done, but don't look forward to doing). Find that task, then do it. Keep doing it until you can effortlessly climb over that mental barrier. Then, continue doing it while challenging yourself with something harder.
As someone with ADD, it took a long time for me to become disciplined. I started out by going to the gym every other day, eventually working up to climbing mountains, learning instruments, and becoming one of the most organized people at work (while still being ADD).
It's not easy. Of course not, discipline is the skill of doing hard things despite the difficulty. But if you're looking for "a training regimen with benefits that transfer to the rest of one's life" - this is it. Discipline is a higher-order skill that transfers to learning or doing everything else.