One of the first projects I would start is look for Arduino related projects and other small hardware projects. Its best for cheap and simple electronics understanding. Learn how to use different sensors, modules or controllers.

After some time, you can take a look at more serious projects, such as robot-spiders, or robots manipulators.

Might you also be interested in buying cheap 3D printer, to make the parts such as gears or cases for your hardware projects.

After you are quite comfortable with electronics and hardware, you can make your own 3D printed robot, such as CM6 - Compliant 3D printed robotic arm [1] or WE-R2.4 Six-Axis Robot Arm [2].

Happy building!

[1] https://hackaday.io/project/180588-cm6-compliant-3d-printed-... [2] https://www.thingiverse.com/thing:3327968