You're gonna definitley wanna buy a re-lacing kit. You can get them at any sports store. It'll save your fingers, teeth, and any other projectile you're gonna try to use to weave the thick leather lacing through the impossibly tight holes.

Other than that advice, it really depends on the glove. What I'd suggest is trying to find a really good picture or someone who has the same glove; to see where exactly the lacings go.

Another hint: To keep the laces from ALWAYS coming untied, wet them before tying them off. Wet leather expands and when it dries, the knot will tighten so it'll stay together longer.

Unless you are good at that sort of thing take it to a sports store or shoemaker who knows what he is doing and have it done .
That's what I do but then I'm not good at something like that.

You see some awful looking re-lacing jobs on good gloves.