This is a great question, self-education is very important to me, especially as I often feel 'inadequate' as I didn't go to university and get a degree. I try and dedicate some time every day to self-education. There are lots of great tips posted already here… I especially agree with the library recommendation – I'm a huge fan of libraries.
These days there are loads of online educational resources too – such as lynda.com – which offer an enormous amount of different courses, across wide subject areas. For a price though. Less structured, but still extremely useful, is YouTube – which is often my first port of call – you can find virtually any 'how to' on there, but the big issue is sorting the 'wheat from the chaff'. I also like Quora – where you can ask questions and get answers from the community – often from very highly qualified experts. Choose your feeds/topics with care and it's a great resource.
But, as has also been posted previously, there is nothing like just 'getting stuck in' and doing something. You always learn – even if you get it wrong, your learn from your mistakes.
