Select a mosaic tile that is appropriate for a shower, such as glass or porcelain tile. The tile should be easy to clean and stand up to moisture. Draw a pencil line down the middle of the first shower wall you plan to tile. Start tiling from the middle, and tile toward each side. The wall should be dry and free of dirt and imperfections.
Mix the thinset tile adhesive until it is the consistency of toothpaste. Use a trowel to apply the tile adhesive to the shower wall, and spread it evenly. Place a sheet of mosaic tiles over the tile adhesive. To make sure the tiles are all adhered evenly, place a wooden block over the tiles, and tap it gently with a hammer. Trim any extra tiles from the mesh sheet with a utility knife. Repeat the process for the other walls of the shower.
Pick grout in a neutral color that blends with the mosaic shower tiles. Mix the grout according to the manufacturer's directions; protect yourself from breathing in the dust. Spread the grout into the cracks between the mosaic shower tiles, and wipe off the excess with a damp sponge. After the grout sets, wipe the tiles with a dry cloth.