Setting up several sites, separating site data


I just started web developing. I created a local site that is my primary one. But I want another one that I can play around with so that I wont make any mistakes and destroy my primary one. I have now created one more site so that I have to. But when looking at my local files, like wpcontent etcetera, all data seems to belong to my primary one. So my question is. How do keep all my the data for my sites separated? How do I set this up. I dont know though if this is something you use to support people about?

Thank you so much for any help!