Locate a selection of files in different formats. You should find quite a few on your hard drive, or you could download some from the Internet. Use the Optimize panel in Fireworks to see in more detail how the different settings can cause major changes. This is best seen over a number of images.
If you are not confident about optimizing your own images at this point, then experiment with the Export Wizard. Not only can you choose between different file types, but you can still make changes to the settings from within the panel.
Get used to optimizing your images in a sensible order. Start by using the preview panes to choose the best option for your image. Then choose options specific to your chosen format, before finally adjusting colors as required. Using this 1-2-3 approach should produce consistent results.