If you have a “web guy or gal” that helps you with your site, have them set up analytics for you. If you’re more of a DIY-er, Google provides step-by-step instructions. (I recommend the Google Analyticator Plugin if you use WordPress.)
If you’re already an Analytics user, don’t get all smug thinking you’re off the hook! Yes you have it set up, but do you actually check it regularly? Take 10 minutes to look through your stats, and make it a habit to do so regularly. Some of the most important places to check are referring sites (this tells you if you’re actually getting traffic from social media) and visited pages (which shows you where visitors are actually spending their time).