Don't make the mistake of chasing after your ex, especially if the breakup is fresh and raw. If the drama of what went on is still ringing in your ears then you need to back off and give your ex some space. Pursuing them now will only do two things: drive them further away and make your job of winning them back that much harder. So stop all communication with your ex and walk away.
While you're away from your ex you should ideally spend a good amount of that time looking after yourself and being kind to yourself. Even if you made a big mistake that caused the breakup, you still need to forgive yourself and be kind to yourself. To win back a love you need to be firing on top form and sitting home night after night feeling sorry for yourself won't do.
So get out and about and find your old friends and have some fun with them. If you need to make new friends, then do that. Not only will doing this keep you occupied and stop you being tempted to contact your ex, but it will also go a long way to boosting your self-esteem and self-confidence. Both of which you're going to need big time to win back a love who's walked out.
Another good tip is to take some regular exercise. I know not everyone cares for the gym, but it doesn't have to be such an obvious choice. Think about regular walks, a dancing class or a regular swim. Whichever exercise routine you decide is right for you, by taking exercise you will be releasing endorphins and endorphins are known to foster all round feelings of good health, encourage and boost energy, help you with your focus and keep your weight under control. All of which are crucial to keep you believing that you can win back a love and help you make the right decisions to do so.
It's the easiest thing in the world to get dumped and find that you're sitting around doing nothing but gaining weight and losing your confidence, so follow through on what's been laid out here and your chances of success are set.