It sounds weird but I feel like all 3 questions are really really closely related.
3 -> a good combination of what you get from 1 and 2?
1 -> How basic do you want to start? And what is your personal approach when it comes to making something, do you want to learn tech first and then assemble from the toolbox in your head or do you work the other way around with a specific target in mind and fiddling around with the tech to get it working somehow?
There are a hundred ways to make a fire effect. Let’s pick that as a base. You can do this entirely in a shader with noises and UV scrolling + UV Distortion. Both usefull techniques to know, absolute must know I’d say. Or you can achieve this with particles and some overdraw.
But based on your question is the answer here “a uv scrolling effect” or “a fire effect” ;)?
Getting a good grip on the particle system of your choosing is a good idea I believe, because in the a lot of effects can probably be achieved with some kind of mixture between particles, modeling and shaders.
Apart from that search through all tutorials to all topics that interest you. There are a billion possible effects and every single tutorial probably helps finding a new angle of looking at the problem.
Try to lookout for how people break down motion and shading in their tutorials and develop your own feeling of how to approach an effect.
tldr Answer: Particle Projectiles in general, Fire effects are always nice, Moving Gras (/ Vertex Displacement), Texture based water waves.
2-> (fake, efficient) Volumetric effects, Gerstner Waves Ocean shader with all the fancy bells and whistles, integrate your shaders with the lighting system (code, not graph based stuff), effects that require you customize the renderpipeline in any way (custom shadow systems, this goes beyond what an fx artist would do and includes tech art too)
I don’t know if other people would agree but I hope it helps