After doing the tutorials I suggest to play with SFML by yourself.
Starting from small things, always thinking on your project, you'll find answers about how to start implementing the game.
Like a prototype. Imagine that you want to do a character moving in a nice way, and it will be defined by some complicated class. You start by making just a sprite in the main function, moving somehow, improve it a bit, then you think "ok, this works

, the complicated character class will work like this somehow".
When you get enough comfortable with it, leave the prototyping away and start really implementing your project.
That's how I do when I try a new API.
SFML tutorials covers everything you need to know, so there isn't much more to learn, hands on it

If you didn't think about what game you want to do, you should do it soon ;-)