Yeah, the best thing you can do is just screw around and take notes. There are plenty of useful things you can learn from the Frozen Throne Scenario maps that came with the game.
Using the world editor takes a specific mindset. Think, "I want to do this thing - What will allow me to do it?" When you have a few answers (as the first one or two or three may not be possible), look around in the World Editor to see if there's something that matches your solution. If not, think of another way. One of the nice things about this game's editor is that there are very few things you cannot do, even if it takes a roundabout way to do it.