Cultural competence training/practice is a great first step, it is extremely hard to build understanding with someone if you don't actually understand where their perspective is coming from. It seems to me like a lot of white feminists pull the "we are all women, we're all fighting for the same thing" concept without actually trying to see where the WoC perspective is coming from. Oftentimes the same crimes against WoC and white women are motivated by different cultural factors.

One thing I recommend all white feminists is to read chapter 4, "Racism and Feminism", of bell hooks' "Ain't I A Woman?" (you can Google it for a free pdf). If you can read the whole book, it's an interesting perspective on the historical-cultural context of the specific oppression of black women in America. It will probably upset white people/women a lot though (those of you who instinctively feel defensive around race topics, it is pretty unapologetic), so please please please try to keep an open mind.

Edit: As a disclaimer, I'm not saying that you have to agree with everything in the chapter to be a good ally. But I would say the main job as a white ally of WoC is to simply open your mind to their ideas and perspective, to consider their position and how it shapes their perspective, as well as to consider your own position within their perspective. WoC by default as minorities are forced to fit ourselves within the white perspective since day 1 in a white society, the least we can ask of you is a bit of reciprocation.