I would start with adding fields to a CSV from some open public data and building reports that include featurs like GROUP BY month and ORDER BY city_name.

That'll give you some understanding of the richness that's available to you when you start to use SQL. Until you get why SQL is amazing, SQL will feel like a chore.

Once you feel comfortable with custom reports, you should learn about performing queries on queries (via subqueries, CTEs or views ... all very similiar) and queries between tables (JOINs).

Once you have JOINs and subqueries down, you'll be able to do things that are both blazing fast (compared to similiar operations in your application) and extremely memory efficient.