Playing chamber music is essential to learn basic music skills.
When you play chamber music, you are forced to develop your musical instinct and listen to your colleagues to feel the rhythm and tempo or take the lead yourself when it's appropriate. By having rehearsals without a conductor, you learn to create your own interpretation of the music and solve little problems (intonation, rhythm etc.) on your own. When you do so, it is important that you respect everyone's ideas so you don't lose your friends in the process! When you go back to your band or orchestra, you'll be able to follow the conductor without depending on him/her.
If you are in school, talk to your friends and see if they are interested in playing in a group with you. The most common formations for brass instruments are:
Brass quintet (2 trumpets, one horn, one tuba, one trombone)
Low brass ensembles
brass trios ( trumpet, horn, trombone)
You will find quite a lot of music for these formations. Some pieces can be downloaded online for free but it's worth it to spend a couple of bucks to have more choice and get a nice score.
A lot of music publishers will offer alternative parts in case you don't have all the players you need. ( ex: there can be an euphonium part as substitute for trombone or horn etc.)
Get some coaching if you can and look for opportunities to perform in a concert. It can be a student class recital or you can even play a number in the band concert.
I am associate principal horn of the Singapore Symphony Orchestra and the author of the progressive methods. I'm happy to share my experience as a horn player and teacher with you.