Didn't you need to study basic contact procedure for your license?
In any case, my advice for situations such as these is simple: Listen!
Since you have a transceiver, just listen and try to find QSOs where you can hear both sides of the conversation, listen to them, copy down all information they send and try to analyze it. This will help you familiarize yourself with local operating customs, so you'll have a good answer for your immediate location. There's also this SDR site, whose receiver shouldn't be too far away from you (in SW terms at least).
If you want some "generic" advice, look up QSO templates. You mentioned that you practiced code, so you should already be a bit familiar with them. If you aren't, do practice them! It will make things much easier than if you haven't.
Once you get the basic template, the rest is just listening. Some people may want to just "rubber stamp" QSOs, other people may want to have longer conversations, so that's something that you need to prepare for by listening. This way, you can get to know the locals who are often on the band, before actually establishing communication with them.
If you really want another one of those QSO templates, I'll try to provide one with comments along the way.
Then you want for a while, to see if you're emitting on a frequency that's already in use. If there's no response, move to next step.
Once again, ask if the frequency is in use and listen for a couple of tens of seconds.
If nobody responds, you can start calling CQ.
CQ CQ CQ DE YU1NKA YU1NKA YU1NKA K
Point of the CQ is to draw attention to yourself and not to the fact that you're calling CQ. What the other side wants to hear is your callsign. Depending on your callsign, it might be a bit difficult to copy on the first try. Then wait for a while and see if anyone is responding. If not, call again. Repeat this step until someone does respond, but do keep in mind that you need to leave enough time between your calls for someone to actually respond.
So let's assume that someone heard the CQ and wants to respond. He'll go something like this:
YU1NKA DE AA1BBB AA1BBB K
Important point for the other guy is to send your callsign, so that you can recognize that he's talking to you and to send his callsign, so that you can copy it. Some people may send callsign only once, or they may do it several times. After that, there's the end of relation sing. Some people send K, some send KN, some may send AR. In any case, these procedural signs are send without a space between letters, that is, as if they are just one letter.
At this point, the "connection" is established and it's up to you to respond. So here's my example again:
AA1BBB DE YU1NKA GM OM TNX FER CALL UR 599 599 QTH BELGRADE BELGRADE BT NAME ANDREJA ANDREJA BT HW CPY? AR AA1BBB DE YU1NKA KN
So in this part, it's important to send the procedural information, such as report, location and name, which are usually send in that order. The BT (sometimes written as =) prosign is often used as a sort of spacer between different sections of a QSO. I've seen some people use full stop there as well, but BT is a bit faster to type. Note some abbreviations used here as well. O is quire a bit longer than E, so in some cases such short-hands are used as a from of "TXT speak" which allows faster sending. Often, in the report, letters will be used instead of numbers. There's a whole set of equivalences between letters and numbers, but the most popular seems to be N for 9, so you may see report sent as 5NN. Near the end of relation, you should ask for the same procedural information from the other side. Sometimes, just HW? is used to ask for report.
Then the other side will reply something like:
YU1NKA DE AA1BBB R GD OM UR RPRT 5NN 5NN BT QTH EXAMPLETOWN EXAMPLETOWN BT NAME BOB BOB AR YU1NKA DE AA1BBB KN
With this part, the formal start of the conversation is over. Do note the R used here. It's used to show that you copied whole previous relation. Now you can talk about whatever you want, if the other side is also interested. Some people may skip this part.
AA1BBB DE YU1NKA R BLA BLA MY TRX IS BLA BLA MY ANT IS BLA BLA BLA WX IS BLA BLA BLA I LIKE WRITING HAM.SE ANSWERS AT 4 AM IN THE MORNING BLAH BLAH BLAH AR BK
Some people may just send BK at the end of a relation instead of sending full callsigns. Just keep in mind how often you're required to identify yourself when you're doing something like this.
Finally, there's the conclusion part. In this part, you usually send best wishes, wish for another QSO soon, wish for good DX or something like that and you end the conversation. Sometimes people may throw in a word or two in the language used in the country of the person you're talking to, if you happen to know them. Also it may be a good place to negotiate sending of QSL cards, if that's something you're into.
So the end would look like this:
AA1BBB DE YU1NKA R OK TNX DR BOB FER ALL BT WILL SEND QSLL VIA BURO BURO BT HPE TO CU AGN ES ALL BEST FER U ES UR FAMILY IN 2015 BT TNX FER QSO 73 SK AA1BBB DE YU1NKA CL
Here again, we have R, to show that whole last relation came through. Next, I mention that I'll send my QSL card (do note QSLL) through QSL bureau and I wish all the best in the new year and thank for the QSO. In the end, we have 73, which is commonly used. Then there's the procedural part. I send SK, meaning that I'm ending the conversation and I send CL, meaning that I'm closing down my station.
The other side will provide a similar transmission. Sometimes, at the very end, people will send E E and E after the final official relation. Sometimes other people listening to the conversation may also send E E as well as a sort of informal greeting.
Here are some interesting sites I've noticed:
There's also this book about Morse Code theory and background:
Hope this helps somehow and good luck with CW QSOs!