A rehearsal is a practice, especially for a performance of some kind. You're likely to be nervous about your magic show if the rehearsal goes badly.
When you practice for a play, read your speech in front of a mirror, or go through a dance performance before the big show, you're taking part in a rehearsal. Any kind of practice session can be called a rehearsal, like a wedding rehearsal or a musician's rehearsal. The Old French root of rehearsal is rehercier, "go over again." Originally, rehearsal just meant "to say something over again;" in the mid-1500s it began to also mean "practice a play."