This thing is causing anxiety within me because subjects are long and too many things to read but I'm not even getting started.
Higher learning provides the structure, curriculum and pacing that you wouldn't even know how to put together yourself (that's what you need an expert for).
There are self-taught mathematicians out there, as are there self-taught musicians, artists, engineers, and so on. But they are the exception, not the rule. And if they HAD learned from an expert, they would have saved themselves a lifetime of pain unlearning all the bad habits they picked up.
In my self pursuit of knowledge I have found several specific areas of interest for which I infill my understanding.
Architectural engineering (calculating beam loads for instance) and fast Fourier transformations (lots of things) are among my favorites.
Pick a specific end goal (like maxwells equations) and study everything necessary up to that. Doing so a few times in different directions (over years) will cover an impressive range of relevant materials.
As for how? You must be persistent and playful about it or you won’t follow through.