As you can tell from the diversity of responses here it really depends on what you're doing. In my work I use C++, and "optimization" typically involves making a heavy computation run faster (measured in wall clock time) or making a particular subsystem use less memory.
The number one most important thing you can do is dive in and start profiling real-world code. Find a part of your software that is too slow or uses too many resources, and use whatever the standard profiler is for your development environment to figure out why. Performance optimization is a very empirical discipline. Yes there are general principles, but if you don't measure your baseline or your changes you won't know how good your optimization was. In my experience, the first attempt at a fix is often flat-out wrong! Doing this first will also help motivate your reading.
Once you know how to measure the performance of your software, I recommend learning the basics of modern computer architecture. At a minimum, learn about CPU caches, how they work, and how to design your code to use them effectively. I find Algorithms for Modern Hardware to be a good resource for this [1], but there are many others. Relatedly, you should have a rough idea of how long it takes for your computer to do various basic things (fetch something from memory, fetch something from cache, etc.). There's a table at [2] that gives a good idea. Don't worry too much about the absolute values--the order of magnitude is what's important.
You should also study fundamental data structures, but understand that for low-level programming 95% of the time the correct answer will be to shove everything into a simple flat array (e.g. std::vector in C++), maybe with some sort of index on top. Fancy data structures are more important in higher-level languages that are structurally unable to make effective use of modern hardware.
[1] https://en.algorithmica.org/hpc/
[2] https://gist.github.com/jboner/2841832