Sorry for late reply.
I went straight into projects, albeit small ones (a monitoring system for temperature, humidity, luminosity, my own light-based alarm clock). It's not quite as trivial as it sounds, for someone who has never touched electronics before :)
The theory I learned was almost all just internet searches. I did research before ordering each piece of hardware, to the point where I was confident enough I won't fry anything.
This might not be the most efficient way of learning, but it's more enjoyable than a book for me.
Embedded systems and electrical engineering. I knew close to nothing in either field and it is refreshing to learn a new field starting at the basics. Creating a practical, physical product is also very rewarding.