Start with a Speyside. Compare your experience with others notes. Once you learn about nose, palate, finish, move on to another Speyside. Once you have an idea what characterizes by a Speyside, move onto another region....Highlands, Islands, Islay and do the same thing. Try several expressions from one distillery and learn what makes them different.
Throw some blended scotch in alonng the way for comparisson.
My two cents...