Well, start off by thinking of which bits of data go together naturally. For example, if you have a player's name, score, position, number of lives etc, that would suggest you should have a Player
class. So take a look at all the state, split it up into different groups, and then check which of your existing methods only work with one group of state or another... and put the methods with the state they're interested in.
It gets trickier when one method needs to deal with state from multiple objects, of course: typically that means you'll put the code in one type and pass the other type in as a parameter.
A lot of this is gut feeling, to be honest - the above are only starting points. Over time it gets somewhat easier, and you'll probably start to think more in terms of responsibilities than just data - but it's a good starting point, as you probably already have the data you need, just not organized in the right way... whereas deciding on the responsibilities within the system can be a lot harder.