I my opinion just shooting will not be the answer unless yo have some idea what is going on when settings are changed. You may want to read you camera manual if you haven't already and I would also suggest taking a look at the site I have below and start by placing the illustration on manual. As you change the different setting you can instantly see the result of how the picture is effected. To me shooting without some basic understanding is a waste of time and the cause of much frustration.

If you could tell us what equipment you are using and also post some pictures we may be able to help more. I would suggest starting out shooting some static subjects and learn how to get them right before adding the additional challenge of a moving subject, Jeff

http://dryreading.com/camera/index.html