I have always done it in these ways:

--My favorite is to either make that thing a hobby, or integrate it into an existing one.

A current example is e-paper. I love displays and will learn how to drive them with a microcontroller, usually a Parallax Propeller chip, which happens to do the task well. Another is old school game development. Little projects to explore a tech bit, like sprite multiplexing, or a play dynamic, make use of an intriguing controller.

So, the answer was to get an e-paper display running a game. I have one doing about 12 FPS with moderate ghosting and full screen 260x170 or something close.

This method is by far my most productive and entertaining way to learn new things.

--find someone who is skilled and help them with a project, or perhaps you are on a project and can bend your role to cover new learning

This is my second favorite and can be very effective and is as entertaining as the other person (people) allow.

A recent example was CANBUS. A project required a sniffer to display traffic and help identify an error condition the equipment manufacturer insisted was not possible and worse, they would not publish their CANBUS maps. So we published them and then asked nicely if we could have a chat now... I can't say more, but it came down to improper termination on a board. One lousy jumper cost way more time than you might think.

I had CANBUS on my hit list for a while. Doing that ramped me right up. Next thing I did was have a little fun with my car and drove some CAN boards with a micro, as well as make my own sniffer.

Note: both of these were how I learn, and will continue to learn, about operating systems. My UNIX/IRIX skills happened that way followed by the purchase of RedHat Linux 5.2 in the box! Good times. More recently, Android is getting me curious...

I want to know a lot more about mobile phones. These two are probably how I will do that.

--On both of these methods, start having conversations! Meet some people local to you and for sure find good places online where you can talk, be helpful, feed your net and it will feed you back when you need it.

If you do nothing else, DO THAT. Worth it. Leads to free gear, job opportunities, adventures, projects and good times with what might be great friendships that can last decades.

--Buy learning kits and or gear

Some people do pretty well with kits. I do OK. Depends on the kit. Something like the Ben Eater 6502 kits would work well for me. Tons of great skills to be had.

If you go this route, you just need a regular cadence of times to complete them. Set this times and turn your mobile off.

--Start fixing stuff

If the skills you need or want are part of car, appliance, device, home repair, just start. Network from help and trade skills and gear.

I grew up this way in a rural environment. Often fix it was a way of life and it has been high value throughout my life.

Those are the main ones I use to make real progress. The list below are things I do to stay informed and find out about stuff I may want to learn more about:

Read books and follow the kinds of people who you want to be when you grow up. I am in my 50's and am still growing up. Books about lives are really good. Same goes for videos. You get perspective that way. You may learn or see how to think differently.

Do not forget how to play. This is the essence of hacking and hacking on stuff is fun, often useful, might save your ass.

Actualize the value of all this with your spouse, partner, girl or boy friends. They will grant you the space. Otherwise, you are always dodging, making excuses, delaying.