Build simple projects to start, to learn the basic skills of working with bricks, like working with string lines. Flower bed edges, tree base outlines, walkways or garden paths are good basics. Dig trenches with a spade to hold the bricks and lay them flat or upright to hold the soil or serve as a barrier for mulch around trees and beds. Use projects that don't require mortar until you learn how to adjust brick lengths and widths in attractive designs and keep brick lines straight and level.
Make more complex projects, like planter boxes, small walls or mail box surrounds to learn the basics of working with mortar. Learn how to mix mortar, so it is solid enough to hold bricks but fluid enough to spread easily without drying out, and how to spread mortar with a mason's trowel. Try finishing joints with a finishing tool, to make a smooth, attractive seam that will prevent water from collecting and damaging the brickwork. Get experience with setting bricks level and in a straight line.
Move to more larger and more complex projects once you have mastered bricklaying. Build a barbecue or outdoor kitchen with a cooking area, walls to hold shelves, or make privacy barriers. These may require building permits and will require more preparation of a solid base, proper alignment and making level courses of brick. The key to bigger projects like walls is careful preparation of a solid base, with gravel underlayment for drainage and concrete for a level starting surface. Use string lines and levels to keep brick courses straight and level.