Throughout my writing practice over the years, I have noticed that I sometimes take over one or the other element of writing style from authors I've read. (We're not talking here about thoughts or ideas, but stylistic choices, manners of expression.) Usually, these are small things which, in those authors, are integrated closely with other things to make up the author's style. To try and imitate that whole fabric would result in mere copies; instead, we want to grab only small pieces and combine them into something new. Just as you can take some plants out of their environment and settle them successfully in a different one, so you can do with some components of style — and thereby, of course, you create your own, integrated web of such components, and develop your own style.
This requires a lot of reading, and reading of good authors who do have an own style — which one can't say of a depressingly great deal of today's writing, especially if we don't already count jargon as a distinctive style. It also takes a lot of writing practice to try out many different elements over time and see if you can make them work for you as well.
How do we choose what we want to take over into our own vocabulary? Sometimes we do it intuitively, sometimes deliberately; but either way, there must be some reasons behind our choices.
Is it simply a question of liking or not liking? Better not, for then it would just be a matter of pleasure, and one's writing style should certainly reflect more than just what one finds pleasant to read. But it shouldn't just be a question of rhetorical effectiveness, either. Your writing expresses a personality, and whatever means of rhetorics you use, they must be consistent with that personality. One shouldn't sacrifice one's sense of being true to oneself simply for a successful performance.
What makes it your style is that it expresses your person as a writer. So it should be an honest expression (don't try to be someone else in your writing), and not fearful (don't shy away from being uniquely yourself). There should always be substance (don't talk if you haven't to say anything), insight (make it clear and intelligible what you want others to understand), and originality (figure out at least a different angle from which to look at something).
Excellence in writing style, then, is not the same as rhetorical brilliance, persuasive effectiveness, or depth and originality; nor does it mean conformity to some convention. But it has something from all of these. Above all, however, it comes from constant reflection and development, just as every other excellence does. Take care.