The IT industry is always a rapidly changing one. What you have and know today might become totally irrelevant tomorrow. So there is always a need to either learn or understand a particular new tool or library. The best way to start learning a new technology, tool or library is to start small and slowly increment the features you want to learn.
One approach that is useful is to use test driven development as part of your learning process( test driven learning) cos it has the attributes "start small and slowly increment" fitted in naturally. For example if you expect the library you are experimenting to do something, then write a test for what you expect and then implement your code to see if what you assumed is correct. So in learning new .NET libraries you can use NUnit for your test driven learning purpose. This is much better and easier to manage than doing a sample application to understand a new library.