I am having trouble finding a relaxing place for my PP, and actually building it. What can I do
Have you ever just sat and daydreamed about doing something that you really like to do? Maybe like fishing, surfing, swimming, skiing, mountain-climbing, etc... If you can bring that to mind then that can be just as good. In other words, what I am saying is work with reality. Know this, if you can go to sleep at night then it means that you actually are going through the Alpha state (the PP state) in the process of sleep so you really are doing it automatically and now you need to teach youself to do it deliberately.
My first suggestion is to read the "Piece of Mind" book from cover to cover, including just reading through all the words of the Guided Imageries. Then, and only then, work with reality in using the tape PP2 - Guided Imagery - even if the reality peaceful place that comes up for you is one that occurred as a child.