The worst case: the layer fails and you end up pruning that branch
Pick a branch you would prune anyway...preferably at a point where it's more horizontal or could be bent more horizontal...and there's very little risk. If it fails...you were going to prune it anyway. For an air layer to work, the branch needs to be mature enough that there is cambium and a sapwood layer. If you pick a branch too immature and you find there's uncomfortably little sapwood once the cambium has been removed, finish pruning it and use it as a cutting instead. Still no harm
My approach to learning new skills has typically been to mitigate risk as much as I can. When first starting...take few risks...as you learn more and gain confidence what seemed risky when you were first learning no longer feels risky! Even when I'm risky with the material...it's generally material I have back ups of or never cared about to begin with: so still, the risk is mitigated...if it fails I wasn't attached! You don't need to try for that very-cool-must-turn-into-bonsai branch first. If you can leave it...leave it and try something "safer". If you can't leave it...take the risk...you couldn't leave it anyway...