<p>When you are learning a new language, what is there a particularly good/effective exercise to help get the hang of it? And why?</p>

<p>EDIT:
Preferably looking for things that are more complicated that 'Hello World'.</p>

'hello world!'
I really do think this a good place to start. Its basic and only takes a few seconds but you make sure your compiler is running and you have everything in place.  Once you have that done you can keep going. Add a variable, print to database, print to file.  Make sure you know how to leave comments.  This could all take a mater of 5 minutes. But its important stuff.