Persuading people to opt in can be a challenge. One way to help is to offer something for free in exchange for an e-mail address.
Some free things to offer:
a newsletter
an e-zine
a whitepaper
a free chapter of a e-book
You should put this free offer on the entry page of your website. Post it where it can be seen. Make the offer compelling enough to make them want to give out their e-mail address. Respect the privilege you have been given. Don't start spamming or selling your new-found database. This will cause you to be blocked to ever sending anything to them again. All your hard work and time will be wasted.