I've programmed in C/C++, Python, Ruby, PHP, and JavaScript, although I'd say I know the most about PHP.
It's been a while since I've really programmed anything in Python, but it's a fun language. If you're just using the Docs right now, I'd recommend talking a look at Zed Shaw's
Learn Python The Hard Way. It's an interesting approach to learning to program, and I think the style can be very helpful. It was to me, at least. Another thing is once you get acquainted with Python, start looking into all the different libraries for it, will likely keep you from losing interest quickly. There's some interesting ones like BeautifulSoup (if you're into more web based or mark-up related stuff) or of course all the GTK/Qt, wxPython, etc. libraries and whatnot, if you want to get into GUI development, which can be fun. GUI programming in Python is actually very simple.
Not sure if I have any real do's or dont's, mostly just try to always improve your code, your program, etc. One way to learn more about a language is to think of hypothetical situations, what could be done with this program? how can it be improved? etc. Although efficiency is something that can be important, mainly in larger programs (also depends on type of program), I wouldn't get
too]/I] hung up on it. Basically, if the program is barely usable because it's so inefficient, then yeah, that needs to be worked on. Otherwise, don't waste too much time on that. But I would suggest always trying to learn something new about the given language and paradigm. It's really the desire and drive to learn that will benefit you most, along with practice. Try and adapt programs, refactor them, etc. I find that you learn programming largely by doing, and asking intelligent questions.