With no experience stick to gravel roads. With experience, further than you would get in a 4x4 now.
If you are interested in going offroad, try and do off road driver training, specifically with a 4x2. I assume yours has a rear diff lock?
A 4x2 can handle sand reasonably well. In most cases you will just need more momentum than a 4x4 and this is where you can damage your vehicle. Other terrain is also doable, but you will struggle most with low traction surfaces (mud and sand) and very uneven surfaces where your suspension cannot move far enough to keep all wheels on the ground. Worst case is an axle twister, and the only way you will get through is momentum, and even then you still probably won't get through.
Try and find a drivers course, they will teach you a lot.