Even if you have a thorough knowledge of how to play at the net, including positioning, footwork, grips, shot selection, and strokes, you still may have quite a lot of work to do before becoming an effective volleyer. Some players are "natural" volleyers, blessed with quick reactions, keen eyes, precise hands, springy legs, and great anticipation. For the majority of players, though, even at the pro level, getting comfortable at the net requires a concerted effort. Here are some drills and games that will help:
Volley Volley Drill
This most basic volley drill helps develop reactions, footwork, and control. You and your partner stand roughly halfway between the service line and the net and volley back and forth to each other, trying to keep the ball going. Variations:
a. Set goals for consecutive volleys. Start with, say, ten, then keep moving up. Kids especially enjoy this.
b. Try volleying from 3/4 of the way from net to service line. This will help you train on lower volleys.
c. Set goals for consecutive all-forehands, then all-backhands, then an alternating, "figure 8" pattern.
Closing Volley Drill
Start from the service lines, then close in one good step with each volley. This works especially well if you volley semi-aggressively -- not hard, but firmly and at varying heights. You're not trying to put the ball away, but rather to give your partner some moderately difficult balls to handle. This drill develops reactions, footwork, and control, but also the very important habit of closing forward.
The T Drill
Start from the service line and move forward as in Closing Volley, but instead of volleying aggressively, concentrate on keeping the ball in play. Either player can let the ball bounce once or not. The object is to keep moving in until the two players can trap the ball between their racquets at the net. You'll eventually end up much closer to the net and hitting more softly than you would in a match, but it's a fun challenge and a good exercise in concentration and control.

