As mentioned, the custom battle is an excellent way to hone your skill. You can fight 1 vs 1 to see the effectiveness of certain units against others; you can try units of various sizes to see if you are more comfortable with small unit sizes or large size; you can fight in different kinds of terrain to see the effects of hills/forest/weather; and don't overlook the historical battles, which are quite fun and can be replayed again and again.

Mostly, don't worry if you lose a lot of battles at the start. There's a lot to learn both on the battlefield and on the strategic side of things. When playing a campaign, do read some of clan/faction/nation guides for both good and bad ways to play a particular faction. It also is helpful to read up on some of the more technical aspects of a game, like how the economy works, or trade, the effects of roads, temples, etc.

You'll find yourself upping the difficulty setting in no time