The DOF preview button is an interesting one
The best way to understand its effect is to do the following:
- Find a subject like a rose or flower.
- Set your aperture to the largest (smallest f number)
- Focus on your subject and press the DOF preview button
- Change the aperture to the smallest (largest f number)
- Focus on your subject and press the DOF preview button
When you have the DOF preview button depressed, look around your viewfinder, not just at your rose or flower. If you swap between largest and smallest aperture a few times while you try this, you will see the difference and gain an understanding of how it work.
Initially it just looks like it makes the whole scene darker, but that is not true, and by doing the above experiment you will gain an insight into how it works.