I heard that from one of the senior professors 18 years back, and that stuck in my mind. I was doing that even before that but then had the formal phrase "Learn to learn".
What has helped? - It was definitely not books about the topic and I had very limited access to internet or videos.
I do not know the answer, but I will try to explain my scenario. There are some things you can replicate and some you cannot.
Something changed in me when I was 17 years old and that motivated me to learn a lot. Before that I was an average kid who thought studies are pointless burden. In a way, I was right because it was directionless but wrong because I was not getting educated in any other way either.
Unfortunately, I was a college freshman by then and with worst grades of my life prior to that. Parents and relatives looked down on me as a failure and my parents gave up on me. So here I was a new person, highly motivated to learn and catch up learning from the lost years and also had a high degree of freedom to think and learn whatever I wanted to. So few things - I had freedom, no pressures, I knew that I didn't know, self-motivated, no fear of failure, open-mindedness but still questioning everything, and no-ego.
Few beliefs set in quickly:
1. Human brain can learn anything. And I meant learning, not memorization - I hated memorizing. I also believed that if I can do it, anybody can.
2. Knowledge is universally accessible (as if it is in a higher dimension on a shared hard-drive) and if we focus just enough on what we want to achieve, our brains will tune to it. I know how crazy the second one sounds. I may have a wrong perception but it was my own (not induced by someone or a book or some movie). It works for me whatever the underlying neurological reason might be. Today, internet does the same thing - making knowledge universally accessible
Then, it was a top down approach starting with what I want to do or what problem I want to solve.
Did not matter whether the effort would pay back or whether it was any useful to me. I just needed to have some interest in that subject.
For one instance, it was music, I impulsively bought a musical keyboard. I was foolish to think that because I was good at a computer keyboard, I will be naturally good at the musical one too. I had lot of time after work and I wanted to stay away from programming all day (because programming is my hobby too). Then I selected one of the keyboard's built-in composition, Beethoven's Fur Elise in tutorial mode. The keyboard would tell me which keys to play. I hate memorization, so the first thing I did was to listen and hit the right key. I was basically exploring and feeling the keyboard like a toddler does with things. And then I would practice the song again and again and again for many hours a day (at least 3-4 hours). I would end up optimizing my finger movements when I used to get stuck. Then sometimes I would try to fit the tunes of some songs on the keyboard. Few months later a musician friend of a friend came in my room to see the keyboard. When I played Beethoven's Fur Elise, he was amazed at how well I moved the hand and the fingers. He was astonished to know that I had zero formal training. How did I learn that? Trial and error and focused effort. I came to know then that what I was doing is called "ear training". He shared more information about books, videos and musical languages. I gathered more resources to learn about those things, got good at playing complex musicals. But then gradually I stopped playing the keyboard - may be because it started to feel like work or may be because something else interested me more.
I'm not discounting the value of formal education. It saves you lots of time and prevents lots of mistakes.
I also dig deeper into the history of concepts, because it makes me understand and remember it. A college friend accidentally taught me that. For example when I was reading about pharmacology and drugs - I wondered why they name the drugs like they do. Exploring deeper is like falling down the seemingly infinite rabbit hole - but that is what keeps learning fun for me, even if I get off track for a while.
On the cons, every week I spend hours learning things that have no immediate benefit or use or any visible long term benefit. But most of the times, sometimes after many years, it turns out to be helpful in ways I could not have imagined.