What self-learning methods do you use?
ryanwaggoner.com
ryanwaggoner.com
Keep a notebook.
Write every thing down that you learn in your own words. Come up with your own explanations that make sense you you and test them to see if they reach the same conclusions as your source material.
Try to teach someone else something that you've learned.
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1. You never waste your time learning something you never end up using.
2. Everything you learn is solidified by real-world practice right after you learn it.
3. There's little chance that you'll know the names of stuff without knowing what it is (http://patrickmylund.com/blog/why-i-love-the-khan-academy/) or fall in to some other pseudo-learning trap.
Of course this only makes sense for stuff that has a limited set of practical applications. For example, learning economics changed the way I think about everything. (Recommended textbook: http://introecon.com/)
Or, for instance, watch MIT lectures from open courseware to try and learn how to code in Python.
Finding something you enjoy or want to learn should be the easy part. Then just try and do it using whatever resources you can muster. Pretty much everything we teach ourselves outside of mandated class work is considered self taught now isn't it?
If I'm studying a particular programming environment, I start with the basics. Usually printing and formatting messages, file I/O, basic calculations, variable usage, method usage. I then combine it all together to make something more coherent. For example, I might learn to add 1 + 1, then I'll print it. Then store in a variable, then learn to manipulate that variable, re-print it, then learn to store it in a file, read and write to that file, and so forth.
The reasons I start out so basic are: These are fundamental concepts I already understand from other languages, so I know what they should do and how they should work; It gets me accustomed to the basic structure of the language. Do they want ( or )? Do they want { or }?; It allows me to get a feel for the flow of logic.
In addition to this, if I'm reading up on a new fundamental topic (I'm a systems/networking engineer by trade), I start out by reading documentation. I read the documentation for multiple platforms, both Windows and Linux. For some stuff it's easier to learn from one or the other. Microsoft generally has better documentation for a Windows user, but sometimes the Linux documentation is easier to grasp the fundamentals first.
I read the documentation for about 1-2 hours per day, put it down, think about it, post comments on it (whether or not I'm right or wrong, but I also ask for feedback). I then read it some more in the next day or the following days.
After I feel like I've got a grasp of how it works, I'll try and implement it to clear up some of the last confusion with it. Depending on how much confusion, I usually jump all the way, but knowing how to tread water first is helpful before drowning :P