If you've never dealt with exceptions before, the first thing you need to do is look at any old Python code you've written and notice if there are places you should have been handling exceptions. How would you handle them? Do you need to handle them at all? Sometimes, letting the exception propagate to the console is the best way to communicate to the user, especially if the user is also the script's coder. Sometimes, you can recover from the error and allow the program to continue. Sometimes, you can only reformat the error into something the user can understand and display it to them.
Some common places to look are file I/O (is it possible your code will try to read a file that doesn't exist?), mathematical expressions (is it possible that a value you are dividing by is zero?), list indices (is the list empty?), and dictionaries (does the key exist?).
Ask yourself whether you should ignore the problem, handle it by checking values first, or...