A course is good advise, also a panel to practise on from the scrappys.
From the training I have been given, always start light. i.e. Just a finishing pad with a finishing polish. You'll remove light swirls with that, if you have light scratches then keep the same polish but move to the polishing pad (remember after each time take measurements of your paint thickness with your PTG) then keep your polish pad and move onto a heavier cut polish and so on. Remember though, you may not get everything out, and its really a descision if your happy with the results you have without any serious correcting. It's all about balance and say you do get some heavy scratches out and you have used a lot of clear coat in doing so and someone comes along and keys your car, you wont ave any more clear coat to play with
so you have to decide if you want to keep going or be happy with your results when it comes to correcting.
My advice is the same as guy and dan, get on a course. It's invaluable.