You can just think of an FPGA as a dumpster full of logic. Flops and gates, millions of them and they're all mine! I can connect them any way I want and never have to break out my wire-wrap gun.
This is particularly useful if you happened to major in hardware design and you spent the requisite time studying design from gates all the way up to systems. I love these things! Truth be known, all I use them for is implementing CPUs of varying types and the requisite peripherals. For example, I started programming on the IBM 1130 computer back in '70. As with many 'firsts', you never really forget. So, over the years I have made a couple of starts at implementing the machine using things like blown-link PROMs for storing microcode and discrete logic. It wasn't until I got started in FPGAs that it became a realistic project and I finished it about 12 years ago. Still use it from time to time as it has plotting capability on a LaserJet.
http://ibm1130.org/My version runs all of the IBM software exactly as released, no changes, no "almost", it flat out works at 50 MHz versus the factory 400 kHz. Next version will hit 100 MHz.
So, FPGAs are logic, do with them what you will. There are many examples of retro games like PacMan that run on a Z80 core (called T80) and the hardware layout inside the FPGA is identical to the original board. Great project! There may also be a bunch of BlockRAM (memory) and some DSP slices.
Crypto is another area for FPGAs.
If you want to learn FPGAs, you need to work toward a goal. Something that actually requires design and results in a working gadget. I suggest you search the Internet for the LC3 project. This is a very simple RISC CPU that, while minimal, is quite complete. There is a book called "Introduction To Computing Systems..." by Patt and Patel that describes the entire project. Most of the documentation is on the Internet. It's going to take a while to start from ground zero and work up to a complete CPU but it is worth the time.
https://www.alibris.com/booksearch?keyword=9780072467505MCUs are different in the sense that while you can code up any project you want, you generally can't change the hardware. This is slightly different with the Zynq processors because they have some small amount of FPGA fabric. There are literally hundreds of different MCUs targeted at thousands of different applications. Pick one... MCU projects tend to be primarily software, the hardware (internally) is fixed.
DSP is Digital Signal Processing and can be done on an FPGA or a MCU. One of the more useful DSP MCUs is the Analog Devices Blackfin. DSP is a game for math majors and the analog version is why I chose to work on the digital side (CPUs). The math is just too cumbersome. Or it was back in the day of slide rules. MATLAB can handle it!
https://en.wikipedia.org/wiki/Digital_signal_processing