Although the concept of harmonic analysis is pretty basic, actually analyzing complex pieces can be a major challenge. This is one of the main fields of study for those who are interested in studying music theory at a more advanced level. One next step for those interested in the subject is to become familiar with all the ways notes may be added to basic triads. (Please see Beyond Triads for an introduction to that subject.) At that point, you may want to spend some time practicing analyzing some simple, familiar pieces. As of this writing, the site Music Theory for Songwriters featured "chord maps" that help the student predict likely chord progressions.
For more advanced practice, look for music theory books that focus entirely on harmony or that spend plenty of time analyzing harmonies in real music. (Some music history textbooks are in this category.) You will progress more quickly if you can find books that focus on the music genre that you are most interested in (there are books on jazz harmony, for example).