Here is what I recommend - start small. If you haven't done any analysis before, don't attempt to analyse a chorale fantasy by Reger, choral by Franck or some other piece from late Romantic period with highly chromatic harmony. Even large-scale Bach pieces usually have lots of modulations and advanced chords.
Instead try your hand with a simple menuet or two. It doesn't matter that usually menuets have only two parts (one for each hand) - the chords and the harmonies can always be implied from other notes in these parts within the measure.
Just like you would not start playing an organ with an advanced composition, in analysis, too, moving in baby steps is the right strategy. Often menuets have simple three-note chords, modulations are predictable and easy to spot, and chords change very regularly. Therefore, the menuets are perfect for this matter.
Take a pencil and notate the key after the key signatures and the last note in the left hand part, chordal function (tonic, dominant, subdominant etc.) and inversion. Notate the shortenings of each chord that you know under the notes (T5, S6, D46 etc.). You can also use Roman numerals (I5, IV6, V46 etc). Remember first to look at the bass note of the chord to decide on the inversion.
A few people have asked me to create a video course which would teach chordal analysis. I'm thinking it would be most helpful if people would send me their pieces their are currently practicing or thinking of learning and I could analyze the chords and modulations for them with additional explanations. This way you could learn exactly what you want and need.
If you would be interested in such a course, please let me know. If enough people raise their hands, we can start pretty soon, I think.