Hack the box is a good place to start. They give you a machine and some guidance. You go through and exploit the vulnerability and complete the box. Slowly you learn more and more about the different layers of security and the different methods of exploiting them.

Its very fun but its quite hard. In my opinion hacking requires a decent base of knowledge. A bit of programming, bit of windows/linux/Mac knowledge, bit of networking, bit of the enterprise stack and application layout.