G'day Olly

, Welcome to the forum firstly, hope we can help mate,
What you have been give as a lovely christmas gesture is basically a small pot plant sold as Bonsai starters. Now this may be ok if it's an Advanced bonsai person buying it as they would know what to do with it ,however for a beginner, it won't be an easy or quick transformation into a Bonsai, This type of "stock" is typically planted out into the ground or a larger pot and grown for several years, so that the trunk grows in thickness. It's at that time it could start being turned into a Bonsai trainer.
Olly, Bonsai is a facinating and pleasureable hobby, i hope you can do some reading and research and get yourself really interested in it and that way you'll get an idea of what is involved.In saying that what i would do is either plant this little Azalea in a larger pot and grow on or enjoy it as a pot plant until it can be used for bonsai. It has been said that a club is well worth it for new people starting out in Bonsai, that would be a great New years treat for yourself in the new year, hope i have helped just a little with your tree

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