I fully agree with the sibling comment to just buy a starter kit and start screwing around. I would add that the cost of failure is very low, so do not be afraid to experiment. At least for me this is the best way to learn. Worst case you fry the Arduino and need to order another one (or just order two or three spares so you don't need to wait, once you get going you might/will find uses for them). I have mostly fried LEDs, because I forgot to limit their current (fancy way of saying: put a resistor in series, ballpark 300-1000 Ohm should be fine). Every time you break a component, try to figure out what went wrong so you slowly learn what not to do, but you also understand why you should not do that. And the reward of seeing something change in the real world, not just on a screen, is great, even if it is just blinking an LED for the first time.

You will not get to this level of understanding with your first project, but you also do not build a high performance distributed system as your Hello World! project in a new framework/language. Start with simple things like the usual blinky. Then start blinking two LEDs. Then you can figure out how to blink 4 LEDs independently with only three pins. Use a button to toggle LEDs, use transistors to switch LEDs, use optocoupler to switch LEDs, read the position of a potentiometer via an ADC, shift the ADC value with a resistor in series/parallel, read multiple buttons via a single pin/ADC, control the brightness of an LED via PWM, control a servo via PWM, read the position of a feedback servo via ADC, return a feedback servo to a recorded position on button press. Essentially every little project adds another thing to your toolbox. The fun is both in learning these things and combining them to achieve something else, like that returning servo.

Another aspect is, if you are doing this for fun, just follow the rabbit holes as you come across them. So you start wondering how that feedback servo works? Then you find there is a potentiometer in there, so you learn how that works. That will teach you about the relation between resistance and voltage drop. Or you treat it as a black box, because you just want to 3D print a robot arm, that is also fine. You will also start understanding simple circuit diagrams and try to draw your own. This helps later, because you can look at other people's projects and learn from them easier. Every time you get stuck or are wondering about something, you can just throw it into your favorite search engine and get blogs, questions, videos or anything else about it.

I want to throw in a recommendation for BigClive [1], because he does circuit reverse engineering, explanations, tips for modifying existing products and overall is just entertaining to watch if nothing else. If you want a video to start with, I can absolutely recommend [2], he goes over common components (resistors, transistors etc.) and explains how they work and what you do with them.

As a last point, I can recommend learning to solder, but it is not required at all to get started. A breadboard will serve you a long time, but once you want to make some more permanent circuits or want to modify existing things, it is a very handy and simple skill. On the other hand, my most permanent circuit is still on its original breadboard...

[1] https://www.youtube.com/@bigclivedotcom
[2] https://www.youtube.com/watch?v=6Maq5IyHSuc