I am a huge fan of shame and empathy researcher Brenee Brown's definition and thinking on all this stuff:

"Rarely does a response make something better. What makes something better is connection."

The 4 Key Steps To Showing Empathy According To Brown

1. Perspective taking--putting yourself in someone else's shoes.
2. Staying out of judgement and listening.
3. Recognizing emotion in another person that you have maybe felt before.
4. Communicating that you can recognize that emotion.

At the end of the day, empathy is connection with another human being. It is being willing to "sit in it" with another person, even when you don't have all the answers.