I do this all the time.
But it's a little difficult to explain; it takes skill and some practice, and ability to read body language.

It's like speaking to anybody in your own country.
The key is finding a subject to talk about? it's important to find something the person is familiar with.
I've discovered that talking about the person's job, or where they live, or their opinion of the place they live in are good subjects. And these topics work well if you are tourists/foreigner.

Book-readers are good too. If you see someone reading a book, you can talk about the subject of this book, then talk about what other books they like to read, and then speak about their general interest which makes them read these books .

ie: if you see someone reading a book on photography,
begin with a simple comment or observation: "oh wow, you're reading about photography. Are you photographer ? "

Their response will let you know if they are willing to talk to you.

You must be very friendly, smile a few times. That way, they feel safe and not threaten or intimidated.
Your personality is important. You must be a genuine nice guy.
And above all, no ulterior motives. You are doing everything for the sake of conversation only, just for small talk and to learn about the other person's life.
You must be a good listener, very curious, and ask questions.
In general, people love talking about themselves and their interests. These are the easiest subjects for everybody. But some people are very private. So you must read their facial expressions and how they respond to know what subjects are off limits. You don't want to pester them.

You can practice buy starting conversations with people in your own country.

Go to a country for an internship or as a volunteer! Maybe volunteer at a convention, help a nature preservation project, do an internship relevant to your career, join a sport or hobby club... It's a great excuse to talk to people and observe the local customs!

Recently I learned of the existence of such a thing as small talk and wanted to start a discussion on this subject and was surprised to see your question. I know that in some countries it is taught in school as good manners. In my country, people avoid strangers. You deem weird if you talk with someone without an important reason.

I guess the occasion is quite important for you to initiate a cheerful small talk with locals. In some cozy place, it would be relatively(comparatively) easier to have a conversation with the locals that intrigue  you. On the contrary, if that is no suitable occasion without comfortable atmosphere , it might be more difficult to have a pleasant talk between you and locals.

Play the 'I am lost so I need directions' card.
or ask for Cigarettes or lighters, these kinda stuff?

Remember, they are just humans, so they will find the same things interesting as do people back in your country.