Interpreting “practice” to mean: “gain practical experience”, or “understand the effects directly yourself” I’d suggest the following.
Find a way to read the EXIF (metadata) in your image files. Trying to record camera settings any other way is a hassle and things might get confused. The (free) viewer I recommend for Windows PCs is IrfanView, but you have to install a plugin to read EXIF. (I don’t use Windows so don’t know a lot about apps for it.)
Shoot JPEGs for the exercises even if you usually do raw.
There’s nothing wrong with having the camera control things that aren’t critical. There’s actually a lot right about that. Your attention should be on the picture, not distracted by exposure math. Cameras’ computers are exact with numbers and settings, but can’t read your mind so won’t always understand what you think is important for a shot. (Although Auto may guess right a lot of times.)
Aperture Priority: “What changing f stop does for you, and to you.” As I suspect you’ve read, selective focus is your way of controlling what’s clear in a picture, front-to-back.
For these you want to be sure the camera does not change focus between shots in a set. Use focus lock, “back focus”, or manual focus. A tripod would be nice, but shooting from the same place with the same framing is probably good enough.
Shoot at f stops over the full range for a lens and study the differences between the images. At least at the start, until you’re clear about what’s happening, shoot at every other f number, like 2.8, 5.6, 11, 22, 45 — two stop changes — so differences are pretty clear. Eventually you may want to study the effect of smaller changes.
Try on scenes where you want to emphasize a subject in front of a cluttered, “busy” background, then on ones where you want to have as much as possible in sharp focus. Those are the extreme situations.
Try both with subjects at different distances and with different focal lengths.
If books haven’t warned you, higher than about f 11 will get more sort of in focus, but everything will be less sharp. Also, its possible to get depth of field too thin; for example a portrait with eyes sharp but nose and ears out of focus.
Shutter Priority: When something’s moving, even the camera in your hands, shutter speed is a concern.
Learn how slow (long) a shutter setting you can get away with when hand-holding your camera with different lenses and focal lengths. See how much image stabilization helps you, or doesn’t. Try several shots at each shutter setting. Sometimes you’ll get lucky and a slow one will be sharp.
Try different shutter settings shooting moving things: cars, people, water, …, while holding the camera still.
Try panning to follow something moving and see how shutter speed blurs the background.
Program Mode: (Some call it “Professional Mode.”) For fixed light and ISO there are specific pairs of f stop and shutter speed that give correct exposure. Program mode (or program shift) lets you pick a specific pair from that set — useful when you understand the trade-offs.
The other camera adjustment you really should understand is exposure compensation.
I don’t know which books you’ve read, but some introductory ones I’ve looked at seem to over-simplify exposure so much they might be confusing, and some early ones treat digital photography as if it’s the same as shooting slide film, which it really isn’t. I recommend Ross Hoddinott’s “Digital Exposure Handbook” which I think is clear, complete and accurate.
Finally, there’s no substitute for experience: trying things and studying the results.
“Your first 10,000 photos are your worst ones.” Henri Cartier-Bresson
Aperture, shutter speed and ISO are all measured in ƒ stops, which will either half or double the light recorded from the previous setting, in other words it is a logarithmic or exponential function. Full ISO ƒ stops are measured in 25, 50, 100, 200, 400, 800, 1600, 3200, 6400, etc. Full shutter speed ƒ stops are 1/8000th, 1/4000th, 1/1000th, 1/500th, 1/125th, 1/60th, 1/30th, 1/15th, 1/8th, 1/4th, 1/2 of a second and 1 second, etc. Full aperture ƒ stops are ƒ/1.4, ƒ/2.0, ƒ/2.8, ƒ/4, ƒ/5.6, ƒ/8, ƒ11, ƒ/16, ƒ/22, ƒ/32, etc. ISO 200 lets in double the amount of light as ISO 100. ISO 400 lets in four times the amount of light as ISO 100, and ISO 800 lets in 8 times the amount of light as ISO 100. A shutter speed of 1/60th of a second lets in twice the amount of light as 1/125th of a second and 1/30th of a second lets in four times the amount of light as 1/125th. And aperture of ƒ/4 lets in twice the amount of light as ƒ/5.6 and four times the amount as ƒ8. The reverse is true as well: an aperture of ƒ/8 lets in 1/4th of the light as ƒ/4. There are multiple combinations of each three, known as the exposure triangle, to achieve the same exposure. The different combinations will affect your image in different ways even if the exposure is the same. A higher ISO will result in more noise/grain. Shutter speed will affect how motion is captured (slow shutter speeds will blur more, faster ones will freeze action). Aperture will affect your depth of field (lower numbers will allow a smaller distance to be in focus than a larger number, which will allow more in focus). Digital cameras and most autofocus film cameras allow shutter speeds to be adjusted in 1/3rd stop increments, giving you greater control of your exposure. Apertures can be adjusted in either 1/2 or 1/3rd stop increments, depending on the lens.
One thing you can practice you exposure skills with the sunny 16 law. It is a technique to get perfect exposure nearly all of the time it’s used. The principle is based on the sun being a constant source of light from about 9:00-10:00 in the morning to 4:00-5:30 in the afternoon. Perfect exposures can be achieved as follows: on a clear sunny day, set your ISO, and then set the shutter speed to the reciprocal of the ISO and the aperture to ƒ/16. For example, if your ISO is set to 100 or you are using ISO 100 film, set your shutter speed to 1/100th or 1/125th of a second and your aperture at ƒ/16. In a bright sunny day when the sun isn’t behind clouds, you will get perfect exposure if you’re not shooting into shadows (buildings on a street). For deep shadows on a sunny day, you will need to add four additional stops of exposure. This is also the general rule of thumb for sunset exposure.
Variations on this for partly cloudy days when the sun goes behind the clouds or hazy days is one additional stop. So with your ISO and shutter speed set at reciprocals, adjust your exposure from ƒ/16 to ƒ/11 (or alternately adjust your shutter speed one stop slower than the reciprocal – if you’re shooting at ISO 100 and your aperture is at ƒ/16, you can adjust your shutter speed to 1/250th of a second and get the same result.
On overcast days, you’ll need two stops of positive adjustment. On dark overcast or rainy days, three stops of positive adjustment. If you subject is backlit in daylight, you’ll need one stop of negative adjustment, i.e, with ISO at 100, shutter speed at 1/125th, the aperture should be at ƒ/22 (likewise, you can raise your shutter speed to 1/250th and keep the aperture at ƒ/16).
I hope this isn’t all too complicated. Knowing how your meter works will help you get the proper exposure you need, in case you want things darker or lighter. Meters are calibrated to read everything as 18% grey. If you are relying on your meter, you overexpose to make whites whiter (like in snow) instead of muddy grey, or if you need to bring things out of the dark. Underexposing will make blacks blacker instead of grey, or to bring down highlights when you want to preserve highlight detail. This can be helpful if you want your pictures to have a chiaroscuro look like the paintings of Caravaggio or Rembrandt.