The best way to learn how to choose the correct data structure is to do it wrong a few times. Take some code you've recently written, or write some new code that uses a list. Try rewriting it using some different data structures. Which ones make more sense? Which don't? Which have the most elegant code?
Try this with a few different pairs of data structures. You can look at examples you've done for previous chapter exercises. Are there objects with methods where you could have used a namedtuple or a dict instead? Attempt both and see. Are there dictionaries that could have been sets because you don't really access the values? Do you have lists that check for duplicates? Would a set suffice? Or maybe several sets?
If you want some specific examples to work with, try adapting the link collector to also save the title used for each link. Perhaps you can generate a site map in HTML that lists all the pages on the site, and contains a list of links to other pages, named with the same...