There are courses on youtube [1] which do a good job of covering a lot of the theory (disclaimer: I haven't finished the linked-to course, but what I have finished has been informative). If you're interested beyond that, you can look into some hardware, like the OpenBCI [2]. The consensus is that the hardware is more expensive than it should be, although so are the alternatives.

Once you've gone over some of the general resources, you'll have a better idea of what specifics to research.

[1] https://www.youtube.com/watch?v=Wlwvgm3AHvc&list=PLS3QHV6wAE... [2] http://openbci.com