Option #1
If you have a friend available IRL that plays Sm4sh I would consider that as I pretty decent warm up session. I do it most of the time with a friend of mine that comes over rather frequently. He knows who I main, knows how I play, and forces me into certain situations I may not expect. After we play a few rounds we typically go Online and play some 2V2 For Glory together. It seems to work well for me.
Option #2
If you have any Amiibos you could always try going against them and consider them as practice opponents. If not, then a normal CPU will do I suppose, preferably between Levels 6 to 8. CPUs aren't the greatest things but you gotta make do with what you got, right?
Option #3
Just go Online and mess around a bit. Pick characters you don't normally play as and don't focus on winning at all. Normally when I'm playing For Fun whether it's for practice or out of boredom I attempt to pick at least every character on the Roster even if I'm not good with them. Sure, I'll look like an idiot a lot of the time if it's a character I can barely use; however there's nothing at stake so why care? Playing as different characters tends to help learn them overall more or less. Nothing wrong with having fun as a warm up.
Option #4
Try some of Sm4sh's offline modes. Classic, All Star, Target Blast, whatever. Again CPU's aren't the greatest but as long as you are playing and at least trying something you should naturally fall into "The Zone" either way. Just do something on Sm4sh and you'll be okay.
Option #5
Combine all the options into one. Seriously, long as you're playing and doing something everything should fall into place.