Building project is the way to go, find something simple first and put all of them together. Example, build a todo list in react who fetch the JSON from a python rest api. When is done, try to put more feature like category etc and continue to put code on top of that. After create a second simple project with both. After this one, trust me that gonna start to make a lot of sense.
Python for me look a lot like Javascript, and React is all about JS so dont worry, they gonna be not that hard to be able to work with them together.
BUT remember, build stuff, build stuff and build stuff.