Skip Beardsley
Hi Jamie,
Don't worry about messing up exotic woods. Visit any construction site in your area and ask for any available scraps. Scrap lumber is a wonderful way to play with the tools and learn what they will do without worrying about the cost of the wood.
When I get a new person in our club I start with a 2x4 or 4x4. Learn how to cut the pieces square and how to mark the centers of each end so you can turn between centers. Next is to practice making a square piece into a round spindle.
Once you are there there are lots of utube videos to give you some ideas on things to practice on.
The most important things to get help with, in my opinion, is how tell when a tool is sharp or dull, and how to sharpen the tools to give good performance.
Good luck,
Skip