Reviewing a paper someone else has written can be an intimidating process, especially the first few times you are faced with it. It can be difficult to think critically about someone else's research and then write a thoughtful but succinct review.
In addition to your mentors and other faculty members, below are resources that can help you with the process of writing a peer review of either manuscripts or grant applications (APS does not endorse or assume responsibility for the information posted on these web sites).