Hi, and welcome!
There are numerous puzzle contests regularly published on puzzle sites, such as this. Nearly all are archived and still available to download and solve non-competitively. This offers a vast resource for practice material. The Competitions and Links sections of this forum should provide a good start. The Puzzle Discussion area is also good for discussing solving techniques. If you are stuck on any puzzle type, post a request, and preferable a link, and someone will answer fairly quickly.
However, if you want to jump straight in, Otto Janko's applets
are an good place to start, where all the puzzles are graded. Puzzle Picnic
is another excellent site.