When I first started to learn keyboard, I was surprised that you didn't depress the pedal when you hit a note, but that you pedal right after you hit a note. As a rule, you let up when you change chords so that the old chord won't bleed into the new one. You hit the new chord and immediately after, depress the pedal. I had to practice, play-depress, play-depress, trying to keep it smooth. Pretty soon, it became second nature. Some sheet music will indicate when to pedal. I was never able to find a lot of pedal exercises. It seems that people develop their use of the pedal according to their own taste or preference. Someone please correct me if I am wrong. I would like to learn more about proper pedal use myself.