Try experimenting with LEDs. I've only completed 2 multiplexed display projects, and both were with LEDs. The basic principles are the same between LEDs and nixies. Where things get trickier is that nixies are subject to ghosting if the timing / sequencing isn't right, and the voltage is a lot higher. Once you have the LEDs working nicely, move-up to nixies, or perhaps VFDs. It's pretty hard to kill an LED unless you really beat it up with ridiculous current, and they are low voltage so you wont zap yourself or your scope when you are debugging it.
I have a multiplexed nixie project in the works (13-character / 9-segment Burroughs display), and I'm going very, very cautiously with it because I only have 1 of these rare displays and I cant risk damaging it.
Since this is a learning exercise, I suggest you use cheap/expendable nixies. Multiplexing requires higher current to get the same brightness as direct-drive, and tube-wearout is exponentially related to current, so you will likely reduce the lifetime of the tube. Others have reported audible noise from their multiplexed or PWM-dimmed tubes.