I would say just go out and find things you think are particularly well done. Blog about it, what attracted you to that piece, what you dislike. Then go back through it, you'll notice trends. Try to figure out why you react the way you do.

Then once you know what exactly you like and don't like, make stuff.

I think that the first step. Specifics are great too, eswat's recommendation, try to get your hands on Bringhurst's The Elements of Typographic Style. It is the bible for everything type, and is really well written.