Most serious customizers will tell you to practice your skills and techniques on "junk figures." These are "Happy Meal" toys or old lines of toys that you can find in thrift stores or flea markets for around $0.50. If you live in an area with no good second hand markets you can always rely on fast food joints for junk figures. In that case you may need to shell out a whole dollar per fig, but it beats ruining an expensive Star Wars toy.
Almost any figure with vinyl limbs and styrene torsos (no GI-Joes) will work. I have some awful looking "Cabbage Patch Kids" figures from a kid's meal that are great to practice on.
Here is a list of techniques that junk figures are useful for:
Step 1
Boil-and-pop: Many newbies are afraid of tearing limbs. With a junk fig you can easily see how much "give" heated vinyl actually has.
Step 2
Torso splitting: Separating torso halves can be difficult for even an experienced customizer. Every torso will behave differently (even 2 of an identical figure!) so this won't give you an EXACT feel for every torso you'll want to split. But it will help you anticipate how the styrene will act.
Step 3
Painting: Confused by "acrylics vs. enamels"? Paint a junk figure and SEE which paint won't dry on the limbs.
Step 4
Gluing: Just experiment. Put some model cement on a torso to see it eat into the paint then the plastic itself. (Cement is great but don't drip!) See if superglue works on vinyl as well as styrene.
Step 5
Cutting: Exacto101. Before you try to shave off Han's holster shave the gloves off of a power ranger. Get used to the vinyl. Ditto for the styrene.
Step 6
General Dremel work: Did you know a sanding drum will make little "pills" (like sweaters get) on vinyl? Try it and see. Practice cutting, drilling and polishing too.