Start with a simple project that won't require a lot of work. Painting a lake surface with the sun setting in the distance will give you the chance to get a feel for creating scenes with your oil pastels and to work with blending, which is an oft-used technique. To begin this scene, use a basic blue oil pastel and begin coloring it onto your paper. Apply the oil pastel from the lower edge of your paper up to where you want your skyline to begin. A little less than halfway up the paper is fine.
For your sky, try using a combination of blue and pink. Apply the pink first, from the top edge of the water. Add a shade of blue above the pink that's lighter than your water. Use your finger to smudge and blend the blue and pink together to create a sunset appearance. The heat from your finger will melt the oil pastels and allow smooth blending. This allows you to achieve the oil pastel look, which blends and softens the lines of your drawing, as opposed to the more defined look typical of other types of art.
Add a few lines of green or even a darker blue to your water, then use your finger to blend the colors into a cohesive mixture that will give depth and shadow to the surface of your lake.
Add extra scenery to bring your drawing to life. Remember that oil pastel painting is less about details than about suggesting an image. Layering colors and blending is the most effective way to achieve this. To create trees or a grassy landscape on either side of your lake, start with a base color such as green, then add a layer on top of that. The layer can be darker versions of the base color or other colors that fall into the spectrum of the scene. Apply layers and then blend them with your finger to create tonal variations to bring your scene to life.