Here is a good experiment for your that will teach you many skills.
Go to your local big box hardware, go to the roofing isle, find you a roll of aluminum roof flashing. The smallest one will do you for a while. Rough up both sides before you start cutting smaller pieces. It is easier to rough up a big piece than small pieces.
Now, go to the library and find article on random segmented pen blanks. Use the aluminum between the strips of wood.
Here is where the experimenting and lessons begin.
You can use CA, gorilla glue or epoxy. They all have their advantages and disadvantages.
Turning safety. These blank will come apart faster and easier than most things you will turn. Now you have added flying metal. Wear a FULL face shield.
Use light cuts and sharp tools. Drilling and turning generates heat. Heat breaks down many glues.
If a chunk flies off, try to find it and CA it back on. Or, if you can't find it, make a new piece and glue it in (DAMHIKT).
Here are few tips I have gathered from the experts here.
On highly segmented blanks, after drilling soak the inside of the blank with CA. After it sets, clean the hole with the drill bit and glue in tube.
On highly segmented blanks, you can wrap the blank with cotton string and then soak with CA. This will help with strength of the blank during drilling. Then just turn it off when you put the blank on the lathe.
As you turn down the blank you can soak with thin CA to help the end grains and segments from coming apart. This also works wonders on Black Palm blanks.
The number one lesson you will learn is PATIENCE. Patience when turning and patience when things go wrong. Remember, for most of us, this is a hobby. Walk away and regain your composure. Turning angry will only get you hurt.
Hope this helps and remember: there is no one right way to do things, have fun, and turn safe.