Dialing it to P teaches you nothing, since the camera is picking the exposure settings for you.
If you're really going to learn via shooting, you need to bracket your shots, line them up side by side in an app like Lightroom or iPhoto and look at the metadata to see what changed in the scene from the setting changes. Most people aren't going to bother doing this.
If an app like this is done properly, it would let you see the DOF and exposure changes more coveniently than post-shot chimping can.
If you learn to use the P setting on modern cameras it's actually all there, only more convenient (the control dial in P mode trades shutter speed for aperture). I happen to live in A mode most of the time, mostly because I'm forgetful.
There's an even better mode one Pentax DSLRs where one dial acts as a P dial and the other controls ISO.
If you're really going to learn via shooting, you need to bracket your shots, line them up side by side in an app like Lightroom or iPhoto and look at the metadata to see what changed in the scene from the setting changes. Most people aren't going to bother doing this.
If an app like this is done properly, it would let you see the DOF and exposure changes more coveniently than post-shot chimping can.