The ones I got was the kind that are fit together that you break apart when you use for the first time. Being a bit hesitant towards new things, food included, I decided it would be best to 'practice' on something I knew: french fries. Yeah, I know... eating french fries with chopsticks is a bit weird, but It made me get the hang of it.
A big mistake I made in the beginning was that I held the chopsticks in the wrong end. I used my own weird logic and thought that, since the ends were they were being held together was left with splinters when you broke them apart, you should use that end to hold the food as to not get splinters in your fingers. I only figured out I was wrong after seeing on a Japanese TV show when they broke a pair apart and held them. In retrospect, it would seem obvious that it's better to get splinters in your fingers rather than your mouth.
After a while, I decided to try noodles. Now, this was something completely different; my whole life I've eaten spaghetti with fork, and noodles is a lot different from the more 'solid' food-stuffs.
A funny mistake I made with noodles is that I treated it like spaghetti: cooking it, then pouring away all the soup before eating it. Got a bit dry as the little water that was left quickly evaporated. Again, only after seeing on a TV-show how it's done I changed my ways, raising my appreciation of the food a bit further.
Nowadays, I would consider myself quite good with chopsticks, regularly using them to eat the economy-priced noodles I buy.