What a worldview is. At its simplest level a worldview is the framework or lens through which an individual sees the reality they live in. A Christian worldview, for example, would be the belief that all of creation was created by the Christian god, and humans then fell into sin (which then required Christ's sacrifice for sin, etc.), and this has caused the reality we live in now to be the way it is. A naturalistic worldview would be the belief that everything that exists including humans is composed of nothing more than naturalistic chemical processes, which occur when molecules are brought together through the known laws of physics. The belief that individuals have souls that are punished or rewarded by being reborn into new lives after an individual dies is another worldview called reincarnation or karma.
How to establish a worldview. There are many ways an individual can establish a worldview. They can establish a worldview through religion, or through science, or through personal experiences, or a combination of these three, or through other means. This is when understanding how to think critically or knowing how to use reason and logic to arrive at rational conclusions is so important, as this is important to be able to come to logical and rational conclusions concerning matters that will impact the worldview an individual has. An individual's worldview is going to comprise of all the different beliefs they have concerning the reality they live in, and they will only arrive at a rational worldview if it is the culmination of several well thought, well studied, and well reasoned beliefs concerning matters within the reality they live in.
A worldview should be supported by a stable planet of belief. Just as the earth is formed by gravity bringing together all kinds of different materials, a stable planet of belief is formed by an individual having multiple different lines of belief that are coherent with another (Sean Carroll, The Big Picture). Since logic by its very nature is not contradictory, a new belief brought into a stable planet of belief will jettison an old belief that is not coherent with it and the stable planet of belief will be slightly altered. An individual's worldview should be validated by and consistent with their stable planet of belief.
It's important to understand as well that a stable planet of belief needs to be valid as well as stable, meaning not only do all of the separate individual beliefs cohere with another but they also accurately reflect the reality an individual lives in. Much like one can arrive at a necessary logical conclusion from following premises that aren't actually based on true facts, one can have a stable planet of belief where all of the separate beliefs are coherent with one another and paint a consistent picture of reality, but in actuality none of the separate beliefs accurately represent the reality we really live in. This is again why it is so important to for someone to do their best to arrive at rational and logical conclusions concerning matters with the reality they live in.