I.e. I started learning Data Science lately (frontend developer here), and I just picked one course and learn each day few lessons. More and more, I'm convinced that these small steps are once that moves you forward whether you are learning something new or going to gym, what ever. Just show up, and do that small step each day.
Everything else will come together. You will need to do some research anyway if you want to 'finish' some task, so I don't bother with that. Just go, and learn.