How should I start learning integrations in Appian as a beginner?

Have you looked at the courses in Appian Academy? https://academy.appian.com/

https://docs.appian.com/suite/help/26.10/Integration_Tutorial.html

Follow Appian tutorial available in academy or documentation and try parallelly with an open API endpoint. Search google for “API for testing” and you will find APIs that dont need authentication and can be used to setup integration in Appian and retrieve data from endpoint for testing/training purpose.  

Start with the basics of REST APIs, especially HTTP methods (GET, POST, PUT), JSON, headers, and authentication. Then move to Appian's Connected Systems and Integration Objects, and try building a simple GET integration using a free public API. Once you understand how to configure and test requests, learn how to use integrations in expression rules, interfaces, and process models. I'd recommend following Appian Academy's Integrations 101 course alongside its official hands-on tutorials.