every person will have different opinion and as per my opinion,
decide to make simple project
e.g. Contact book application that have single form (includes name, gender, photo, phoneno, City ... and handle add,edit,delete,search activities)
this way you will learn controls one by one as you will required in your project.
and this experience will useful because it is similar to some of real industrial projects' forms.
you will learn sql & ADO connectivity during this application,
controls like textbox, labels, button, radio-button, dropdown, datagridview etc...
It will be take time because you are learning something new, but google, codeproject, books many sources are available.