Regular expressions become easier when you treat a pattern as a small hypothesis and test it against real examples.
Start with the simplest useful pieces: a character class such as [0-9], a quantifier such as + for one or more repetitions, and anchors such as ^ and $ when the whole input must match. Parentheses can group parts of a pattern and capture text for later use. The exact behavior of shortcuts such as \w and \d depends on the regex engine and mode, so check the implementation you use.
Open the regex tester with a real input set. Add the pattern one piece at a time, and include both expected matches and deliberate non-matches. Check flags, capture groups, empty inputs, Unicode, and multiline text before moving the pattern into an application.
A tester gives fast feedback; it does not prove that a pattern validates every possible input. For nested formats such as HTML, prefer a parser. For business rules, keep additional validation outside the regex so the intent stays clear.