Here are a list of useful resources for some hands-on learning.
Hack your way into this site and discover hundreds of machines susceptible to one vulnerability or another. Gain a foothold on each machine and escalate your privileges to root or administrator. HackTheBox also hosts CTF-like challenges so that you can further hone your skills. Additionally, check out HackTheBox Academy for guided learning.
TryHackMe is a great way for beginners as it offers a lot of guided learning material for free. Walkthrough many different rooms on TryHackMe, attempt to clear each one, and grow your knowledge.