If you are interested in asceticism, you should read some of the source texts, like the Life of Anthony by St. Athanasius, The Sayings of the Desert Fathers, The Ladder by St. John Climacus, or the Conferences by St. John Cassian. They’re all pretty interesting. But more importantly, you’ll get some of the context of ascetic practices, penances, mortifications, etc.
The point was not to do crazy stuff or test themselves. The point was to get closer to God, and to create and reach goals through “athletic training” (ascesis), so that they could have a clear path to an increase in virtue and holiness.
But even then, there was a constant need to go to Mass, read Scriptures, work on stuff to support themselves, and then consult a knowledgeable “coach” so that they didn’t grow in the wrong ways.
The monks of the Egyptian desert were a community of individuals, all working by themselves in intense solitude, in different ways, but toward a common goal, with a great feeling of brotherhood. (Or sisterhood, with desert nuns.)
In the West, where weather and food were more of a challenge, there were various kinds of adaptation of desert ascesis to a different climate and a people with different needs. The Irish were very big on asceticism, as were many folks in old Celtic lands. Gaul had the example of St. Martin of Tours and others, while St. Benedict of Nursia’s Benedictines were set up more like spiritual soldiers (with various duties and plenty to keep them busy) than spiritual athletes. St. Augustus’ rules for Augustinian sisters, monks, and canons were a lot more “relaxed,” because he wanted to give them more time for study and other tasks. And that all led to the broad spectrum of Western monasticism.
If you’re interested in “going into training,” creating an ordered life with a schedule is probably your first step.
If you can’t live an orderly schedule, for reasons not under your control, you should look into St. Catherine of Siena’s concept of being able to move around and do stuff while keeping your mind inside a sort of prayer room.
Either way, you could also look into St. Therese’s “little way” of ascesis through putting up with annoying people and small daily difficulties, and then offering them up to God.