When I learned to juggle (which I've forgotten), it was with beanbags, because they don't bounce away when you drop them.
Seriously, knowing the balls are going to roll away if you drop them gives you some incentive to do it right. I think I used tennis balls early on.
My incentive to do it right was "I want to juggle." I'm glad I didn't have to chase them around, what a waste of time.