Each juggler has their own particular way of practicing, and there is no single 'correct' way to work. Many professionals have rigid regimes involving hours of daily practice, Enrico Rastelli, one of the most technically accomplished jugglers ever to have lived, is said to have trained for between 6 and 12 hours every day for 30 years. On the other hand I know many excellent jugglers who rarely practice outside their own living rooms, and sometimes go for days without a session.
If you intend to juggle for a lengthy period, or to try tricks that are physically demanding or involve a lot of body movement, then performing a short warm-up before you start can be very helpful.
A warm up should include some stretching, with particular emphasis on the hand, arm, shoulder, neck and back muscles. Failure to prepare the body for a bout of exercise, especially one involving rapid bursts of movement, can result in pulled muscles and tiresome aches that last for days, and which will eventually begin to affect your performance.
A warm up is doubly important if your practice area is unheated or outdoors, and if possible you should perform the warm-up in the place where you will be juggling, thereby allowing your body to become accustomed to the temperature.
Once your body feels ready try some simple juggling, some people like to start with just a single ball or club and begin by throwing it from hand to hand, and then to gradually add props one by one until they reach the required level. Personally I prefer to start with some simple 3 ball tricks which relate to the things I plan to work on e.g. to prepare for a session of numbers juggling I would practice a high 3 ball cascade and maybe some very fast tricks to get used to the speed. Club swinging is another good method of limbering up.
If you feel a little lethargic or lacking in motivation before a practice session, then a thorough stretch and warm-up is an excellent way to regain some enthusiasm and get you on your feet.
One professional of my acquaintance used to be so keen to start his practice that he would never take the time to warm up before he started juggling. He reached a high level of skill and worked with 5 clubs and 7 balls. Then, much to his frustration, he began to experience muscle pains and stiffness in his joints whenever he tried to juggle. The condition worsened to the point where he had to give up numbers juggling altogether and even now, several years later, he still cannot perform many of the tricks in which he invested so many hours of training. The story does have a happy ending however, instead of giving up his work he simply diversified into other areas of skill, broadening his act and developing many tricks which, as far as I know, no one else performs.