Like software development the best approach is to learn a concept at a time and then put them together into something bigger. Start off just with an Arduino and some basic LEDs and switches - that'll teach you the basics of connecting things together (if you're really at the beginning don't even involve an Arduino, just get do it all on a breadboard). Once you're comfortable with that maybe add some more exotic inputs and outputs, like light sensors and motors. After that maybe replace your Arduino with an ESP32 which will give you wifi and bluetooth to interact with your system.
Once you've spent a while doing that you should be in a good place to start on more complex projects - there are a few robot kits designed to have a Raspberry Pi mounted on them to make them programmable, or maybe look at ESPHomelib[1] to do some home automation.
[1] https://esphomelib.com/