We should train and practice for real events.
Do basketball players practice hockey in order to get better at basketball? Most likely not. True, some athletes might practice in other disciplines in order for them to improve in their craft, but they never lose sight of the goal.
Every individual should practice in the area where they are weak.
Sometimes life - the Universe - Zeus - God - will choose what we ought to practice. Other times, we should self-reflect on where we ought to divert our attention for focused practice.
Epictetus says, "in our training we shouldn't resort to unnatural and extraordinary practices, or otherwise we who profess to be philosophers will be no better than showmen. For it is difficult also to walk along a tightrope, and not only difficult, but dangerous too. For that reason, should we too practice walking along a tightrope, or setting up palms*, or embracing statues? In no way. For not everything that is difficult or dangerous is suitable for training, but only what will contribute to our achieving the object of our strivings. And what is the object of our strivings? To pass our lives without suffering any hindrance in our desires and aversions" (v. 1-4, p. 166).
"When [and where] impressions are most inclined to make us slip, there we must apply our training as a counteracting force" (v. 6, p. 166).
"For who is a man in training? One who practices not exercising his desire, and practices exercising his aversion only in relation to things that lie within the sphere of choice, practicing especially hard in matters that are difficult to master. So different people will practice hardest with regard to different things" (v. 8, p. 166).
An oft-cited practice many ancients did, was to hug cold statues, with no clothes on. They wanted to increase their endurance of the cold. Epictetus seems to suggest this practice is unnatural and extreme. I imagine what started as a simple exercise of sleeping without a blanket, on the floor, was used by a person who perhaps was afraid of going cold. And to break that fear, perhaps they decided to sleep on the floor with no blanket. Then, perhaps, their fear of the cold was broken and they may have shared this insight with others. Then, others might have laughed at this practice and to show how easy it is to sleep on the cold floor with no blanket, they may have decided to sleep naked on the floor and then tell others of their feat. Seeing how humans like to one-up each other, some people, then, may have resorted to hugging statues with no clothes on - to show off their lack of fear of the cold. In all this, the goal was lost. The goal, for the first person, was to break their fear of the cold - nothing more. Once they no longer feared the cold, the practice was irrelevant.
We ought to practice precisely in the areas where our desires and aversions are greatest. And each of us will have different desires and aversions to break.
For some, cold showers will be useful (they fear losing hot water).
For some, living a week without a smartphone might be a worthwhile exercise. For others, it might be fasting. And for others, it might be lifting weights or doing manual labor for several days in a row.
To begin, you have to think about what you desire and are averse to. The answers tells you where you ought to practice, so as to break your desire and aversion for something.
If you have big desires and aversions to break, then start small. If you fear losing your home, then practice overcoming your fear of losing small possessions, then work your way up.
After you've broken your desires and aversions, "the second area of study is concerned with your motives to act or not to act, so that they may be obedient to reason" (v. 13, p. 167). Are you acting with virtue as your sole motivation? If not, then practice til you can.
"The third area of study is concerned with assent, and with what is plausible and attractive ... we shouldn't accept any impression without subjecting it to examination, but should say to it, 'Wait, let me see who you are, and where you've come from' (v. 14-15, p. 166).
Lastly, "all the practices that are applied to the body by those who are giving it exercise may also be useful here if they're directed in some way towards desire and aversion; but if they're directed towards display, that is the sign of someone who has turned towards external things and is hunting for other prey, of one who is seeking for spectators to exclaim, 'Oh what a great man!'" (v. 16, p. 166). This is where modern sports (collegiate and professional) have fled. What was once a practice perhaps for war or for exercising the body, has now blossomed into a multi-billion dollar "look-at-me" industry.
"'If you want to train for your own sake, take a little cold water into your mouth when you're thirsty in hot weather and then spit it out again, without telling a soul'" (v. 17, p. 166).
* "setting up palms" could refer to climbing up a pole with only hands and feet