One thing no-one has mentioned here, but after you make some welds, section them with a saw, and look to see the penetration. You might want to get some dye, or alcohol with dye in it, and put it on the weld, it will highlight cracks that you can't see with the naked eye.
Thats the real key, getting a solid weld that goes all the way through where you want it to.
Doing something like getting some 1/4" thick steel, and make the same welds with different speeds, and different heat settings. That will help you learn which settings to us for which thickness of metal.
Of course, don't overlook a decent welding textbook. They do provide some decent info.