Looking for exercises with my tutorials

I am very new to programming, the extent of my experience is editing some code/scripts (so no programming experience).

I'm currently learning by watching the video tutorials on TheNewBoston because I feel I learn a bit easier when I can see someone do it and I do as they do. At the end of each video I think, "ok, yeah, that makes sense. I can do that." Then a few lessons later he will do something I should know but I have troubling remembering / understanding what he just did or why. I need to practice things after I learn them to help it sink in a bit more.

Am I expected to just be confused through most of a tutorial, and go over the material again when I start trying to do small projects? Or do I need to make sure I really understand one concept before starting the next video? Which just brings me back to the fact that exercises will really help me understand a concept before moving on.

Can anyone point me to any tutorials with exercises or a good book with exercises? Or should I just stay the course with TheNewBoston and see how confused I am at the end?

One last question, someone recommended a beginner should read "Thinking in C++" so I just started reading that but the author says repeatedly that the book is intended for people who already understand programming with C. Is this a good book for a rookie?

This become a pretty loaded thread, obviously im confused and want to make sure I learn properly. Thanks to anyone who takes the time to help me out.

You can find many "c++ beginner exercises" by just Googling the phrase in quotes. The same goes for books. On a final note, the only way to learn programming is to program, so don't just watch try some of your own projects.
@Script Coder

Wow I can't believe I didn't google "c++ beginner exercises" now I feel silly. I tell everyone that google is your best friend. I felt overloaded with information and am not thinking straight apparently. Lol thanks for bringing me back to reality. I'll check out some of those exercises tomorrow and see which parts of a tutorial I need to go back over.
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