There's no definite order, and no right or wrong way to learn.
There are two basic camps: One says to begin by learning all the fundamental theory and math, and then start building stuff, and the other says to begin by soldering together interesting circuits, and learn enough theory and math to figure out what to do when you get stuck.
Personally, I'm somewhere in between the two camps. In order to be really good, you need a mixture of both theory and practice, but it's possible to learn either one first, or to mix the two up together, learning a bit of each simultaneously. Between theory and practice, I don't care which you learn first, but you shouldn't consider yourself well-rounded or accomplished until you've learned both.
People specialize in digital or analog, or many various sub-specialties. Though you may specialize a bit, don't forget to learn a bit about areas outside of your specialization. For example, digital signals always end up travelling on analog lines, and analog capacitance and inductance can cause lots of problems for digital circuits if the designer isn't aware of the analog traps.
You can learn things in various orders, but in the end, you do need to understand enough calculus and differential equations to know why you're seeing all those sine waves and exponentials on your oscilloscope. You can't thorougly understand analog filter design and impedance on the complex plane without calculus. You need enough physics to understand why really sharp square waves cause RFI issues, and how to choose between twisted pairs versus coax. Algebra needs to be second nature, so you can understand and apply the formulae in data sheets. You should know how to carry units through in calculations. And I'd never trust an electronics person who couldn't solder up a dead bug prototype or drive an oscilloscope.
As to what to learn next, you can follow an approved college level electrical engineering curriculum, or you can just learn more about the next roadblock that's currently halting your progress.
Since you mention that you're having trouble understanding a data sheet, you probably could use a bit more theoretical background. How is your algebra and calculus?