Piece of cake Quilting has tutorials- dvd's and books to teach you needle turn- Alex Anderson also has tutorials, dvd's and books-
seldom is a 1/4" turn under used- that's way too big- more like 1/8" (just enough to turn under and catch the edge of)
Piece of cake they recommend having tooth picks in your (sewing box)
they use a tooth pick to help turn the edge under and smooth curves- works great!
there are probably a number of tutorials right here on the board too- do a search- you will find lots of visual help.
start with a fairly simple design to practice. use a sharp needle that fits your hand- some people use really really small needles- others prefer a longer needle- I use straw or milner needles-i like them a bit longer.
silk threads are wonderful smooth and easy to use----some people will say-never use silk thread---i was taught by a pretty good appliquer-who recommends it-and i love it-
match the thread color to the applique- if you can not find an exact match a shade darker is a good choice.
gray's (light on light fabrics, dark on darker fabrics also work well- they tend to blend in and disappear well.
once you get the hang of it you will find yourself doing more and more of it :)