Firstly whenever proving any sort of algebraic (in)equality I would try to isolate a useful property to simplify the equation. In this case,
$$
(a^{\frac{1}{k}}+b^{\frac{1}{k}})^{k} > [(a+b)^{\frac{1}{k}}]^{k} \\
(a^{\frac{1}{k}}+b^{\frac{1}{k}})^{k} > a+b
$$
as both sides have an exponent $1/k$.
Secondly, I would try to identify any useful properties that I know something about. So in this case, $(p+q)^{k}$ is a very common binomial form.
Then from this point onwards the proof is pretty straightforward. I would recommend always starting with this sort of approach. Sometimes you'll get stuck because novel ideas are required but it'll at least help you get started with most proofs of this form.