The voiced th sound is one of the most problematic sounds for non-native English speakers to pronounce.
To make the sound place your tongue slightly between your teeth. Vibrate your vocal chords as you push the air through your throat.
While there are not that many words that have the voiced th sound, the words that do have this sound are frequently used. Here are a few examples:
the, there, their, this, that, these, those, brother, mother, father, together
Read more about voiced and voiceless sounds in American English.