In my opinion, this process should have two components.
The core should be working through textbooks, understanding the material as best as you can, and doing exercises. Start with something on the easier side to get things going. Search through online sources or alternative books whenever you get stuck, for more explanations and assistance.
In parallel, try to start forming a "bird's eye" view of the landscape, since there are a lot of areas you might want to focus more on later, by exposing yourself to more advanced, diverse topics and terms without any rigor. Things like watching a video, reading a non-technical book about math, checking out some random Wikipedia article you stumbled on that is way above your head etc.
I think this traditional, safe way is how you should start, and after a while you will know for yourself what to do next. There are a lot of excellent online sources, videos, blog posts etc. but there are also a lot of crappy, superficial ones, and you will need some experience to be able to judge that.