To become stronger in novel writing, is there anything wrong with converting animations, movies, series, and games into novels as an exercise?

I think you mean fanfiction. I started writing my own Tarzan scripts when I was 9 and also drawing superheroes of my own design when I was a bit older. But I hardly even showed it to anyone.

There’s nothing wrong, if it’s only an exercise, but you can get into legal wrangles if you take it further without authorisation.

This link provides pretty good exposition.