Ya, synonyms can be tricky. Some you can easily swap and the meaning is essentially the same. Others have close meanings, but not exactly the same so it may sound 'weird' if you use it in the wrong context.

For example, you mention "refuse" and "reject".  These are not 100% synonyms in that you cannot simply swap words and keep the same meaning.

Example: I refuse to go to school today.

You cannot simply say "I reject to go to school today". You could say "I reject the idea of going to school today", but this still does not have the same meaning.

Refuse: I will not do something or accept something no matter what. i.e. I refuse your help, please leave me alone.

Reject: I dismiss something (an idea or an object). i.e. I reject the thought of asking for help. I would rather try it myself.

The best way to learn them is probably to search for them in sentences in written material and/or ask a native/teacher for some examples.