Self-evolving agents are expected to improve through interaction without external supervision, but this remains difficult in partially observable environments where agents must explore actively, learn from limited feedback, and decide when to trust prior experience. Existing LLM-agent methods often rely on memory or planning modules, yet they rarely close the loop between them to continually refine an internal understanding of environment dynamics. We introduce ProPlay, a procedural world model that supports procedure-level preplay, where agents can rehearse future procedural paths using the learned world knowledge. Rather than representing experience as isolated rules or low-level action constraints, ProPlay abstracts successful trajectories into procedures and organizes them in a procedure graph that captures causal transitions among task stages. Each transition is associated with a reliability record embedding to estimate its task-specific contribution from past outcomes. Before each episode, ProPlay simulates future procedural trajectories over known graph structures as structured soft guidance; after execution, it refines the graph using environment feedback. Experiments on public benchmarks show that ProPlay consistently improves environment understanding and self-evolution capability over strong baselines. Our code has been released in https://github.com/antman9914/proplay.