Tybalt speaks truth.
First, read everything
here (Reference thread stickied in this forum).
While we run on Pro level in TGRL, there's absolutely no reason not to learn at lower difficulty levels. Start with Beginner, pick one car, and one track, and then learn how to drive both.
I think the most important thing to learn about a track is its racing line. Focus on driving at slower speeds (say, half of what you feel the car can do). Then, as your experience builds, you can gradually increase your pace. Running at lower difficulty will remove some of the added challenges. But your goal should be to increase the difficulty as you improve, all the way up to Pro level.
For pure training purposes, start in Open Practice, and check Private Test to keep AI from cluttering the track.
Once you're feeling comfortable, uncheck Private Test. Select the same make of vehicle for the AI, and then start trying to match their pace/laptimes. When you can consistently beat their times, increase the difficulty another notch and compare laptimes again. Do this all the way up to Pro.
You can certainly compete in the Career/Challenges, and it's definitely a great way to experience a variety of racing scenarios. But for getting acquainted from scratch, it may complicate the learning curve as too many changes are thrown at you (constantly changing cars, tracks, competition levels, regardless of what difficulty level you pick).
Oh... make sure to use the car unlock cheat. This will give you access to the entire stable. While this is necessary for you to be able to drive online with TGRL, it also unlocks a car that I recommend above all others for learning. The Lotus Elite. Slowest car in the game as far as pure power and top speed. But I have yet to find a car that handles better. It's quick, nimble, and stable, but incredibly well balanced. Bizarre how it's classed in both the game and real world FiA GT65. But I love it immensely and still drive it regularly. So don't think of it as a training wheel car.
This game *does* have a steep learning curve if one wants to race at the highest level of simulation. This isn't a casual thing one could hop into and compete without serious intent to become proficient. And it won't happen overnight. But the reward for persistence is enormous satisfaction of being quite good at something once thought daunting and frustrating.
So above all else, have fun as you tackle the challenges!