You could listen to http://www.whiskycast.com
, which as an item on whisky tasting. Remember, a lot of the subtelties that the experts pick up are in their heads. If you like one whisky over another, that's a start.
Try whiskys from different kinds of cask and note the differences. Try bourbon casked whisky, sherry casked whisky, port casked whisky... and combinations of these.
Try peated whisky, unpeated whisky, sweet whsky, dry whisky, young whisky, old whisky.... Note the differences between them all.
Anyway, welcome to the forum.