How to soundproof my room?

To soundproof a room you'll want to take each part - the floors, ceilings, and walls - separately.
Start by checking the areas around the windows, doors, and electrical outlets. Are they properly sealed? If not, you'll need to get some acoustical caulk like quietseal and fill in the cracks.
Are your doors hollow or solid? Try replacing hollow doors with stronger, solid doors to help block sound and seal all the gaps with Weatherstrips.
Finally, you'll use a series of techniques to add damping compound and drywall or quietrock to the walls and ceilings. Apply the damping compound to your existing surface (as it is), screw the new drywall over top, and fill in the seams with acoustical caulk and repaint.
 

There are several effective ways to soundproof a room. But before soundproofing a room, it helps to understand the meaning of sound and how it travels. Sound is made up of waves; waves that travel through certain materials such as air, furniture, walls and so on. So, when you want to soundproof a room you will need to know how to block not just the flow of sound in the air, but other factors such as vibrations.

One way in which to soundproof a room is to build a room with materials that soften noise. One way to make this happen is to lay down a carpet that is heavy and full and hang drapes that are heavy and have a thick fabric. These are simple and relatively inexpensive ways to help block noise and can help eliminate some of the sound. Another way to soundproof a room is to put furniture and objects in the room that have a rough edge. Having rough-edged furniture and objects will prevent sounds waves from traveling back and forth.

In addition, you can treat walls by placing heavy type materials on the wall. This can be accomplished by tacking the materials on the wall or by using carpet material or blankets.

Also, windows and doorways can also be treated to lessen noise.  Weather strips, applied to the gaps around a doorway or by installing a solid door, can help a great deal when soundproofing a room. You can also soundproof a room by updating insulation in the room you want to soundproof and perhaps do the same with other rooms in a building. If you own your home, a qualified contractor can help you with this need.  Plugging up open crevices around baseboards and tiny slits around window seals, also helps to mute sound. Door sweeps also help because they block the area between the door and the floor and are easy to open and close.

Another way to help soundproof a room is by putting large bookcases or heavy bureaus against the wall. Items that are made of concrete also are effective because of how they are constructed; their porous quality and shape will help absorb some vibrations.