Please choose a published paper from your field of research to review. Pre-prints (such as those from osf.io) are excellent papers to practice reviewing as they have not yet gone through peer review but are considered published. Try and choose a research article instead of a review paper, as you'll get more out of the course that way. If you would like to review a published paper please choose an open access paper so your mentor and others can easily access it also.
You should not choose papers that you have authored as you'll be biased, nor papers you've already reviewed for a journal as this would go against the journal's peer review confidentiality policies if you share there with others, for example your mentor. If you are co-reviewing a manuscript with your mentor, then make sure you have gotten permission from the editor first.