Here's how I did it for Scala. I went to project Euler, and did the first problem. Then I looked at other people's answers in the same language. I discovered they were doing these tiny little 1 line solutions using functional programming techniques, where I did much larger solutions. I started studying every aspect of how these solutions worked. Along the way I learned about fold, filter, map, and so on. Then I re-implemented my solution using functional idioms. Then I moved on the the next project Euler problem. It didn't take long until I had a pretty firm grasp of it. I did this in Scala; perhaps the same approach would work for you in your language of choice.