The answer would differ depending on the specific person asking the question. Having been a teacher for many, many years, I can tell you that there are many different learning styles and finding the one that suits you best would be the best way to approach learning anything new.
Some people are visual learners. They can watch video tutorials or documentaries or live demonstrations and they can learn new things simply by watching.
Other people are auditory learners. They learn by listening carefully and absorbing information verbally.
Others are lexical learners. They learn by reading - books, encyclopedias, instruction manuals, research papers, etc. They read information, analyze it, and commit it to memory.
Other people may require a more hands-on approach. They prefer to actually "do" something rather than to watch someone else do it, listen to someone else talk about it or read information that someone else has written about it.
Some people can focus very intensively and they might be capable of grasping large chunks of information in a relatively short time. Others might have a shorter attention span and might therefore absorb information at a slower pace and progress more slowly. Everyone is different.
The key is to find out what works for you.
When I was a teenager learning to drive, I would sit and watch my father to see how he would handle the clutch. We barely talked. I basically just sat there and absorbed and memorized every movement that he made and inferred what I should do and at what time. Today, I'm a pretty (I'd say better than average) driver.
When I met the woman who would later became my wife, she was an exchange student. I wanted to learn her native language. I adopted the Audio-Lingual method and I spent about 20 hours per week listening to recordings, reading passages, translating lists of vocabulary words and phrases and forming sentences and writing paragraphs. I continued doing this for years and I estimate that I probably spent over 2,000 hours studying in my first three years. My proficiency skyrocketed once we were married, but I did the majority of my studying alone using only books and recordings and videos. I didn't have a tutor, no study buddy. Nothing.
I know other people who paid for driving lessons and tutors and fancy materials and study guides and all sorts of other things. They did it because they thought that would work best for them. But I know what works best for me so I tailor what I learn to fit those methods. And as a teacher, I assess my students individually to tailor their learning to suit their own individual styles. If you take the time to do a self assessment to see which methods you'll be most receptive to, you will most assuredly increase your level of knowledge on whichever discipline you plan to approach.