It is recommended to first quickly read this article from top to bottom without taking actions. After you roughly understood how it’s supposed to work, re-read this page and do it step-by-step. Exercise this with test keys first. If that works, consider doing this with your primary keys.
Make backups of your existing GnuPG files ($HOME/.gnupg). Keep them safe. If something goes wrong during the following steps, you may need this to return to a known good place.
You should know how to boot other operating systems than your primary every day operating system from Live DVD and/or other external media such as USB.