What's the best way to handle a continuous WebSocket stream in Python?

I'm trying to learn more about working with real time data in Python, and I've been experimenting with services that expose WebSocket feeds instead of traditional REST APIs.

For a beginner who wants to do this properly, would you recommend starting with asyncio and the websockets library, or is there a simpler approach that's easier to understand before moving into asynchronous programming?

My goal isn't anything complicated yet. I just want to receive events, process them as they arrive, and maybe save the interesting ones to a database.

I'd appreciate any recommendations for learning resources or examples that explain the overall architecture, not just the code itself.