I've never really tried before, though. So, if anyone could give me some tips or some ideas for writing exercises I could do, or even request a scene for me to write and then critique me on it, I'd really appreciate it
1) Just another tip, in case you're not doing this already: read A LOT! And try to make the majority of what you read something other than VNs. VNs are fine to play, but they often don't make the best "training" material because a lot of them have been translated and some of the translations are a bit shaky. And game writing in general isn't known for having quality writing.
2) The other thing I'd recommend is to try making a VN, or VN script, with a single goal: be UNQUITTABLE. By that, I mean, grab your audience's attention and make it so interesting they can't stop reading. If you're writing romance, you're going to want to write characters the audience desperately wants to see together, but just can't because of all the evil things you keep doing, as a storyteller, to keep them apart.
Of course, making a VN unquittable is a very abstract recommendation that is difficult to execute. Which is why you must be persistent, and why you must practice. I think it helps, however, to keep that goal constantly in mind.
3) The third thing I'd recommend is actually completing something. This forum is littered with the shells of many an unfinished work. As are many writing forums. Finish it. If it's crap, you can learn from it. Even crap is more valuable in practical terms, than a perfect half-finished VN that never sees the light of day.