Good work man. Yea, perspective in general takes a bit to get used to. Like in, I still have a rough time getting used to it xD.
Those exercices does help understand how vanishing points affects objects as they move closer to them though. You're right, as you get closer, things distort a bit, like if you're getting closer to a black hole. The viewable are will usually rest in an area where the vanishing points are way off outside of the frame to keep things proper.
Because of this, depending on the tool you are using, it's better to focus on the viewable area rather than on the points themselves. Hard to explain, and something I didn't really see elaborated much.
Still, keep experimenting, creating perspectives from references and so, and you slowly start to get the hang of it, pretty much like any area of drawing.
The room is nice, though it could use some furniture xD.