Progressions are hard to learn by experience as they happen so slowly, and tend to deal with the undercurrents and general tones of one's experiences. Unlike transits, which often show surges of energy as well as the peaks and valleys of energetic power, progressions tend to be more graudual, ebbing and flowing in a more graceful manner. They play out over extended periods of time, offering us a variety of chances to understand the meanings of the aspects which form in our progressed chart.
Looking back over previous years of your life can help, but often we don't take accurate notes or really even understand the more subtle undercurrents we experience.
A book I'd recommend on the subject:
http://www.amazon.com/Secondary-Progressions-Remember-Nancy-Hastings/dp/0877285993
Some web pages you might find helpful:
http://www.khaldea.com/rudhyar/astroarticles/progressionsinastrology.php
[link to this site no longer valid - Moderator]
http://www.lifepathastrology.com/articles/SolarArcsvsSecondaryProgressions.htm[link to this site no longer valid - Moderator]
http://www.aquamoonlight.co.uk/progressions.html
http://groups.msn.com/HOROSCOPESCHAT/predictiveastrology2.msnw[link to this site no longer valid - Moderator]
The alternative to secondary progressions (which is the most common progression system used) is solar arc progressions, more often called solar arc directions, or simply directions, as this system deals more with directing the planets (at the daily speed of the sun per year) rather than progressing the chart a day for a year. Everything moves at the same speed. The big advantage of solar directions over secondary progressions is the slower planets (for example, uranus, neptune, pluto, etc) actually move. In secondary progressions, the slow planets essentially stay put, and alot of important details are not shown in progressions because of this.
An excellent book on Solar Arc Directions:
http://www.amazon.com/Solar-Arcs-Noel-Tyl/dp/0738700541
A bonus of this book is it includes a midpoint section, revealing the basic idea of the major midpoint pictures and planetary cycles. Midpoints are often used in directions, and work quite well.
The power of directions is in the aspects between the natal and directed chart and sign changes of directed objects. By far, the most important factor in a directed chart is when a directed angle conjuncts a natal planet, or a directed planet conjuncts a natal angle. If you don't use directions for anything else, and dont learn anything else about directions, just the consideration of direction to/from the angles will show you interesting things and major periods of time in a native's life. Simply put, the planet contacting an angle is put on the stage, its power amplified, and its experiences come to the forefront, no matter which angle is involved. Midpoints are also easy to use in this manner.. Just make a midpoint listing of the natal chart, and check your current directed angles, and see if a directed angle matches up with a midpoint in your chart. A planetary pair is activated when a directed angle falls at its midpoint. This is such an easy way to understand what planets and planetary cycles are "hot" in a chart at any given period, and it works too
The only catch is an accurate birthtime is required.