The first thing to do would be to talk to your primary care doctor
and have your levels of good cholesterol (also known as high density lipoprotein) measured, if you have not done so. Most primary care doctors
recommend that adult patients your age have their cholesterol levels checked to have a baseline.
In terms of raising your good cholesterol levels, it sounds like you are already on the right track. In fact, the most important things you can do are exercise regularly and maintain a healthy weight, as being overweight and not exercising both tend to raise bad cholesterol and lower good cholesterol. Also quitting smoking (if you are a smoker) and drinking alcohol only in moderation are two other very important steps.
After this, making sure to eat a diet low in fats and to choose unsaturated fats over saturated fats whenever possible will help to raise your good cholesterol levels. There is also some evidence that soy products can help raise good cholesterol levels.
There are medications, such as niacin, that also raise good cholesterol levels, but these should generally not be taken except in consultation with your primary care doctor and are not usually used in otherwise healthy young adults.