The first thing to understand is the "maths" of how long a double dotted crotchet lasts. Here goes..... The first dot adds half the value of the original note (i.e. half a beat) and the second dot adds half the value of the first dot (i.e. quarter of a beat). So the whole note is worth 1 beat, plus half, plus quarter - 1 and three quarters of a beat. It is likely therefore to be followed by a semiquaver to make up 2 beats.
The next thing is to work out how it is going to sound - so that you can play it properly!
What I suggest to my pupils is that they start off by counting in quavers. In other words if the piece is in 4/4 time, they would count 8 quavers in the bar. So a dotted quaver would take up 3 of the quaver beats. what you would need to do for a double dotted quaver is count 3 and 1/2 quaver beats, so would say out loud, "one, two, three, and" (the "and" being the 1/2 quaver for the double dot). This sounds kind of complicated, but it does work.
If you wanted to be even more scientific, you could count semiquavers, the crotchet would get 4 counts, the first dot 2 and the second dot 1, making 7 semiquavers in all. To make this work you will need to slow the music right down. When you've worked it out you can speed up to the correct tempo again.
If you are confident with single dotted notes, another way to work out how to play double dots, is just to hold the double dotted note for slightly longer than you would a single dotted note.
Double dotted notes often crop up in baroque music, so it might be worth hunting some out so you can experiment.
My head hurts now - but I hope this helps you more than it confuses you! Good Luck.