I'm not an expert on the Elvish language, but I do know quite a few phrases in Sindarin. I took all the Elvish words I could find and began to memorize and jumble them up to make different sentences.
I'm kind of an odd studier, but the website that helped me the most was
http://www.grey-company.org/Circle/language/phrase.htm, an excellent source for phrases. Then you take the words you know and jumble them to make different sentences. It may not always be correct, but it's a start.