I've been trying to figure this out for decades now. From my teens, I realized that the internet was limitless in how much info it had, but that I was limited in how much I could pack into my brain.
Here are some things I try to keep in mind as I try to learn new things:
* Get enough sleep and nutrition. If you're tired/hungry you're going to feel overwhelmed faster
* Don't rely on motivation, instead rely on discipline. Motivation is great for a burst of energy, but it will eventually leave you. Discipline, on the other hand, is what will make you start and finish that book / online course, etc.
* Track your progress in whatever way is best suited to you. This could be as simple as a check on a calendar or using an app. Personally I like the Jiffy and Habits app on the Android store. Seeing progress helps with both motivation and discipline.
* Learn one thing at a time. It's tempting to spread yourself thin, but sticking to one thing is best.
* Give yourself more time than you think you'll need to learn. In a classroom setting you can raise your hand and ask an expert a question which they can quickly clear up for you. When you're doing self-study you'll find that you may ask the wrong question, interpret things wrong, go down a Google rabbit hole trying to understand related topics, dig through forum answers which may not quite answer your question, and leave you with even more questions.
* Figure out your learning method. Maybe it's video, maybe it's a book. Your preferred learning method may change over time and it may change by topic. Don't be afraid to stop one method and pick up with a new one, or change midway through. For example, when I'm learning a new language I find video courses helpful to get me started, but then once I'm running and past the basics, I find text content easier to digest.
* Personally I get frustrated when learning new things when someone decides to coin a new jargon term. For example a little while back I ran into the term "upsert" to refer to an "update or insert" process. The text I was reading used it like I was supposed to know what it was, but I had never run into it before. These things frustrate me and usually make me feel like I'm way behind in basic knowledge and tend to kill both motivation and discipline. Why not just the extended-term, especially in a course designed for beginners? It causes a weird mental block for me. My solution is to just say "Fuck you, but fine. I accept this as it is". It's a little mental prayer than helps me move past the feeling.