Initiative is the knack someone has, to do something before they are told by another to do it. I'm sure Malcolm Gladwell has done some amazing thinking on this subject, but I am yet to read it. What I do know, however, is that a leader has an uncanny ability to see what others don't see and respond to it before others know it needs responding to.
I don't think you can teach this, but I do think you can release it!
I recall a time when I worked in a produce department and was responsible for many of the displays. I found myself constantly asking my boss for advice until he lost it at me one day and said "Can't you just use some initiative?"
"Well now you've given me permission, of course I can" I said inside as I nodded outwardly. But in that exchange something shifted for me, that if I was going to influence the things and people I wanted to influence, I needed to be doing it before I was told it needed to be done!
So be free to use your initiative, but always do it within the bounds of what you know is acceptable and ok. It's not about showing off, it's more about showing you have the goods!