A way to practice certain stages?

There are a few things that you can do to reduce the cost of screwing up. The first thing to do is to quicksave often (defaults to F5, load the last quicksave by holding F9). This means that you can get your ship into Kerbal orbit (quicksave), do your transfer burn (quicksave), do your Munar injection burn (quicksave), and then your deorbit burn (quicksave) without worrying about having to redo the entire mission. If you want to practice landing, then just try to land, and then load the last quicksave, which should be just after your deorbit burn.

Note that there is only a single quicksave available per save, and if you load it, and it's too old, you're basically stuck with it, unless you catch it quickly enough.

The second option is to create tutorial/scenario saves. These use the same savefile format as the rest of the game, but also include end goals. I'm not familiar with steps required to create them, but I've tried some community generated ones in the past. Take a look through Kerbal Spaceport, the forums, and the KSP subreddit for any that you think will fit the bill.

Your final option is save editing. Skip the drudgery of launch and just place your lander directly into Munar orbit! Scott Manley has done a video all about editing your save to do fun and interesting stuff, or to save some time.

There may be some other options available to you as well, but with these three methods, you should be able to do plenty of practice while also completing missions.

Alt+F5 now lets you name your quick-saves, and Alt+F9 lets you reload a quicksave by name.