I replaced my Lumix FZ45 with a D5000 about a year and a half ago. While I loved the Lumix switching to DSLR was a great move for me, but there was a lot to learn. I would recommend getting a book like the "Dummies" or something like it. Amazon reviews are usually helpful in deciding what's best for your level. These books are much more readable than the manual and will help you learn your way around your new camera, and also might give you some ideas on shots and techniques to try.
A good tripod is also essential for macro and longexposure shots, and also if you want sharp images from your 300mm lens. Don't skimp on the tripod, make sure it,s strong enough to support the body and your longest lens on a windy day. There's nothing worse than watching your pride and joy accelerate towards the ground.
As for what to practice, first and foremost shoot what you like, and enjoy yourself doing it. Try landscapes, long exposure night shots, street photography, flowers for colours and macro. It's all good practice and wiil stand to you over time. Pick up a lego man or two as well,they're fun and open up a whole world of options.
Hope this helps