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A good first step is to calculate the number of times each letter appears, and try to guess what type of cipher has been used.
If it's a monoalphabetic cipher (one that substitutes the same letters throughout the message), you may be able to guess what the most common letters in the ciphertext are.
You might then be able to guess what some of the short words are, particularly if they are repeated often in the message.
If you get stuck on the later challenges, there are lots of articles online about different codebreaking techniques and cipher methods, so do a little research and then come back and try again.
Time for a little mathemagic! Choose any five cards from a pack and show four of them to your partner. How can they work out the fifth?
Find the frequency distribution for ordinary English, and use it to help you crack the code.
How can Agent X transmit data on a faulty line and be sure that her message will get through?