Well. It was discussed many times on the forum...
But here is my tips collection in one place:

-Add a short piece of hacksaw blade (for steel work) to the magnesium bar to save your knife. Use the saw side to shave the magnesium (pulling is the best, so add a wide key ring to it);

-Keep everything in a ziplock (freezer) bag. But not only for water protection. Shave/saw the bar right inside the bag (no problems with rain, wind, or shaking hands).

-Be patient shaving. You need something like 1/2 of teaspoon of shavings (otherwise it wouldn't produce heat long enough for the job).

-Fill up some cavity (make it with your knife as necessary, it's a must if the wood surface is wet) in a piece of wood with the magnesium dust, put it under your pile of kindling, and spark on it.

-That first piece of wood must became a stable coal in an instant, so just treat it as such after that. The kindling will dry a bit as a bonus if not ignite instantly. The rest is a standard fire-starting procedure.