Well if you consider learning what you want to learn or grad school as a middle step, what do you want your destination to be?
If you want to go into research or teaching, then a higher degree is probably a very good idea. If not, it might not be the best. That is not to say that you can rule it out with certainty.
If you're doing it purely to satisfy your curiosity and desire to learn new things, I would (and did, and am) just pick up some recommended books on the topic and try to absorb what you can. I find if you force yourself down a path on what you currently find interesting, it can begin to feel like a chore.
Find some like-minded people, join a community, start a project and never stop learning.
In terms of recommending books, you'd have to be more specific what interests you. If you don't know, which is fine too, you can read about general things you find interesting on Wikipedia and crawl links starting there. You're almost guaranteed to stumble on something interesting.