There are a few themes that physics revolves around:
1. Action Principle: A lot of problems in mechanics can be boiled down to writing down the correct Lagrangian.
2. Statistical physics, this teaches you about to think in terms of "Zustandssummen" and is the starting point for deriving lots of interesting laws like black body radiation.
3. Field (Gauge) Theory, turns out you can write down and derive interesting Lagrangians for Electrodynamics, Fluid Dynamics and General Relativity as well.
3.1. Noethers Theorem and Symmetries allow you to get a unified view of conserved quantities.
4. Spinors, they are fundamental for understanding the quantum behaviour of matter
5. Path Integrals necessary to understand Feynman diagrams and Calculations in Quantum Field Theory.
6. Do the harmonic oscillator in as many different ways as possible, a lot of physics can be understood by solving the harmonic oscillator or coupled oscillators. Once you've understood why this is the case and the situations in which it isn't true, you will have understood a lot of physics.
I would recommend a depth first instead of breadth first approach. Pick something advanced that really interests you and work backwards what prerequisites you need to understand it. There are parts of classical physics that are super interesting but barely anyone learns about them anymore (I skimmed through Sommerfeld's lectures on theoretical physics once, they contain all kinds of super interesting problems with spinning billiard balls, tops and so on, this was at a time when Quantum Mechanics was in its infancy).