1.Regardless of which route you choose to go whether probability theory, algebraic geometry or optimization algorithms, do a course in proof writing. Absolutely do not skip it. It will teach the fundamentals and most importantly patience and persistence
2. If you're a programmer, prepare yourself for a much larger feedback loop. Unlike code which can just be executed and you have the satisfaction of seeing something sorta work at first try, math is a completely different beast. It will punch your expectations in the face, and the progress points you celebrate will be a joke compared to what you are used to with code
3. Screw the videos, just sit down with a hardcopyand work through the theory and most importantly work through the problems.Try to get a textbook with a partial solution set.
4. Practice Practice Practice your fundamentals
5. Have realistic goals and timelines! People trip up here big time
6. Be prepared to dive into things that at first glance may seem unrelated. Don't skip chapters just because you think you don't really need to make progress towards your topic of interest. More often than not, you'll end up coming back
7. Celebrate the small milestone
8. Expect things to get exponentially difficult as you go along.
9. Learn how to manage extreme frustration and learn to keep your promise to come back to a problem you couldn't solve again and again. Nothing ever gets done in one sitting especially if you're learning.
10. Mixup things to make sure things don't get boring!
Another good one that was optional reading was Book of Proof, it's free so maybe start there.
That being said I'm very much a beginner. I've only come across proofs in the one course I took (where I listed the textbook above). I dropped out of Introductory Analysis due to the fact that my foundation was very very weak. I don't know know much of Calculus and so I had a lot of difficulty building intuition behind a lot of concepts and theorems.
I've been taking high school courses for the past 6 months or so in order to build my foundation because I see a lot of value in a Math degree and would like to complete it.
My intent in asking the question was just to get an idea of what people with a possibly similar background to mine did to really teach themselves upper level math, because I'm struggling at it, very very much.
I also advise you to explore math via programming. The notation and conventions in advanced mathematics papers are very subfield dependent. If you attempt to learn just by reading papers you're going to spend a lot of time unpacking exactly what the authors were trying to say. Computer source code is generally much clearer.
In my opinion the easiest way to get a foothold is to start with computer graphics and machine learning. Linear algebra and probability theory are super important and widely applicable, and lots of source is available for study.
Of course, if by advanced mathematics you mean some esoteric field of pure math, most of this goes out the window.
You hit a wall pretty quickly when the topics get more abstract. It’s inefficient at best. At this point in my own self-study path in math I ended up going to university.
I tried several books and lectures, but the lack of direct applicability and competing activities (job, gf, family, friends) drowned it out.
I know your implied question, but I consider negative responses fundamentally important to serious inquiry.
I think getting to a productive level would require a lot of dedication and consistency.
This is the source of exhaustion. When you don't know the thing you are actively exercising your brain to recall the terms, topics, definitions, etc. It's really, really hard. This is mentally draining. As the topic gets better intenalized the recall activity becomes easier. You actually know it.
Some things can help here.
One is to read a bit each day, I usually read the same chapter 2-3 times. Once rather briskly. A second time very carefully practicing each exercise and proof. And a third time where I'd only stop on the things that didn't seem familiar enough (almost as briskly as the first reading).
I've become a major proponent of spaced-repetition. Make flash cards, put them in Anki. Study them. This allows you to set the topic down for weeks or even months at a time, and still be able to pick it back up where you left off. It also motivates me to continue when my math deck review gets short (I only have 3 cards to study this whole week?!?). Anki lets you use LaTeX which means you can make some really good looking math cards.
Monday/Wednesday I start some rice and eventually make a simple stir fry. Quick, easy dinner. But that's usually around 9pm. So I have 6-9 to study. Friday is usually a social evening. Saturday, I grab a book or whatever and head to the coffee shop down the street.
Early Saturday and Sunday are cleaning and grocery shopping times.
My girlfriend is in another country so, for now at least, my evenings before 9pm are almost always mine. After 9pm we're usually on the phone.