Well-written dialogue is a stealth weapon for a writer. It doesn’t draw attention to itself, it just... is. The reader moves down the page, following the story with ease. Unconsciously, we find ourselves becoming more and more invested in the character. We laugh when they say something particularly clever. Our throats get tight when they say something painful or poignant. We turn the page. What happens next?
The key to becoming better at writing dialogue is to really perfect your listening skills. Notice, when you are out and about, the way real people talk. We interrupt each other, or we are reticent. We use body language to convey how we feel. We might be hiding how our true feelings, or putting on a front to be brave or tough. The silences in-between sentences reveal so much.
Notice the way you talk and how it changes depending on who you are talking to. Are you trying to impress or joking around with an old friend? What is on the line in your conversation? Nothing? Everything?