My first few rides on the dirt bike, I just went out and rode trails. I dumped my bike at least once on every ride. Let's just say it's a lot heavier and faster than the mountain bike, and keeping all of that under control requires more skill than I presently possess.
I then went to Five Mile Pass with some friends who had just completed a Shane Watts riding course. Rather than ride trails, we found a big, steep tailings pile and practiced riding up and down that. Then we went to another tailings pile and practiced some more. Rinse, repeat for three hours until I was too tired to try anything new.
My next ride after that was with the neighborhood guys, and we went to the MX track in North Salt Lake. I chased little kids on 50s and 65s around the mini moto track for a couple of hours. I wasn't fast, but I got a better feel for how far I can lean my bike in a corner, and there may have even been air visible under both wheels a few times.
Then it was off to Moab for the weekend. Had I only ridden more trails and not worked on my skills, the trip would not have been nearly as much fun. That said, I have a long way to go. But for me, the journey is what keeps me interested. Trying something new that I'm not very good at and seeing myself get better over time is a reward in itself.