What I did was this,
I first thought about what I wanted to achieve/do project wise. I was interested in calculators and old computers. So I looked at the internet and what other people had done before, and if the projects were similar to what I wanted. After that I looked at all the websites I could find that related to the project I wanted to do.
My advice is pick a project that makes you grow, what does not kill you makes you stronger. going for something that requires a lot of skills or know how you do not have has the potential to have a far greater payoff - even if you do not complete it. The amount you will have learned will help you much more than say a blinky project. Try and break the project into modules, this gives you a series of project milestones and keeps your morale up. Using a modular approach as you learn better ways to tackle a problem you can always go back and redesign your earlier modules. This has a good benefit also. But it should be remembered that you can fall into a trap of never finishing.
Second, try and do as much of the work yourself, you will learn more this way than relying on someone else's code ect. I am not saying build everything from scratch but from a learning perspective you will learn more from studying the design of a module, then re-implementing it in your own way than just getting a widget off the shelf that you don't understand and plugging it in. Its a learning exercise not a commercial project in that sense.
Keeping these things in mind, I then studied a general EE 101 class, not the MIT one - but something from a community college/technical college level. Much slower pace and more practical with lots of examples. There were extra things I needed to learn that were not covered in this course - but in fairness by this point you know what areas you need to read up on. All the books, videos are available online, Next thing I did was down load as many of the data books online I could find.
Next was the bell labs books, I found these really useful on giving historical context, you can find out why things are now the way they are, how telecommunications and electronics evolved and the many dead ends along the way. It sounds boring, and honestly it is but its so worth it. Its like having a room full of grey beards brains in a jar. Just waiting for you to read there reports.
Another excellent set of books that are available for free online are the MIT rad lab books. Compaired to modern books these were written in a far more accessible way to my mind. The people that wrote these books knew there subject inside out and had worked on practical systems.
Next I would look at the archive.org site, there are many electronics books available there to download. you find the books relivant to your project and download them. after looking through, if you feel you need to research another area go get these books also.
Now go back and watch the 101 classes, you should feel very confident about the material. and probably you will pick up things you missed the first time you watched the lectures.
Read the data-books, this is how you will become acquainted with the 1000ft view of companies product lines, and its the beginnings of finding components you are comfortable with and that you know inside out. Read all the errata sheets and application notes you can. you can avoid lots of heart ache by reading these notes. Errata notes especially are written in the blood sweat and tears of a prior guys sleepless nights with the component you have in your hands. Perhaps take a moment, and say a silent thank you to that guy where-ever he is.
As much as possible study the designs of others, most projects are going to have been tackled before by someone else - some will be good, others not so good. But you can save a lot of time and avoid some of the gotchas and issues you did not consider before. With the calculators for example, there are many excellent tear-downs, articles on the various design families so a significant amount of time has been spent just looking at what other companies did and why. Its like a design masterclass for free.
Thats one of the things I like about the EEVblog videos, you can see best practices and get a expert opinion on a wide range of products, while applications and specs will probably be different for your project. The overall lessons apply across application. One of the nice things about a hobby project is nobody is going to run you over the coals for say designing a state of the art power supply with overspec components when you could have probably got away with a basic design with low-mid range parts. Its up to you.
Now look at your project, is the approach/ideas you had still viable with what you know now? if not go back and make it right. now look at breadboarding, testing, get the circuit designed. Now check with a friendly grey beard. you should get a bunch of guidance and advice on what to do to overcome some of the problems you probably have encountered. Now go back and research what the grey beard has told you. make the changes but try and understand why the changes are better. Go back and look at the books.
You repeat the process until all the modules are in a functional state, now test the overall project, got problems, research, test, ask the grey beard.
at the end of the process you will have learned a ton about your chosen projects subject area/field.
Now its time to move on and study an area that interests you in EE and start the whole process again.
Good luck, if you are absent minded like me - write as much about what you are doing down in a notebook - get a crappy quality one that you wont mind making mistakes and writing things in. putting stuff on the Internet is good also as you can get a ton of advice and help from people.