I welded at the Honda motorcycle plant for about 10 months when I was going through their temporary program. I was on the final weld line and the method in which they taught us was just put us in a booth with a bunch of scrap for 2 or 3 days for 8 hours a day just practicing. In that time, I got really good and am hoping I can pick it up again here and do some shit on the side for anyone that needs it.
Bottom line, practice practice practice. Just like with anything else.
One key thing is to listen while you're welding, not just watch what you're doing. You can hear if the welds are at the right settings and if they're penetrating.
Wear proper eye and ear protection.