A good way to get some practical experience is to try to recreate effects from movies/tv, etc. that you like or want to be able to emulate. Or make up a scene with a special effect and try to do it as if you are really working on a movie. I do motion graphics and when I started I used to record TV commercials and try to reverse engineer them or I would make up a product or something and create a fake commercial for it. It's great practice and forces you to work towards a goal and figure things out that you wouldn't have even thought of otherwise.