Do you know jigsaw sudoku puzzle? Basically you again need to watch your columns and rows to be unqiue. However the third dimension is this Sudoku variant is not the 3x3 block but a arbitrary shape of nine cells. In more advanced Sudoku these shapes are not even required to be connected. Colors are indicating one of those nine sectors.

Of course the nature of such Jigsaw Sudoku puzzle makes them even harder to solve. However also here applies. Practice makes perfect. A daily sudoku might be a good start to make you more comfortable with jigsaw sudoku.

There are again tons of free sudoku puzzle sites that offer a jigsaw variant. Try some out and have fun.