I think a good way to practice this is to try to solve the whole puzzle from the initial position... if there's an untimed option here then choose that and solve puzzles this way.
First, calculate the whole thing. After you've done that, write down what you think the solution is. After that, go back over your solution one move at a time (still without moving pieces) and try to improve the opponent's defense.
Like you're hinting at, in puzzles sometimes you can just guess a sacrifice, a check, etc. But if you solve puzzles more seriously, then it will help you in real games because in real games you have to find (or at least try to find) the opponent's best defense.
I'm looking to improve my tactics but I also feel like sometimes I think there is a tactic where there isn't. In this regard I find most puzzles a little unhelpful as there almost always is a tactic. Is there a site or resource where you can practice tactics but not all positions are tactical so I can learn to better distinguish when going for tactics are a sound idea? Thanks.