Self-Study Questions Thread

There are a lot of autodidacts on LessWrong and many of us hold scholarship to be a virtue. Learning things on your own can be tricky for a number of reasons, but there is a lot of good material on LessWrong on how to do it efficiently. We know that it’s usually best to build small skills in the right order, but sometimes it’s difficult to figure out just what that order is, especially across disciplines. University programs have strict prerequisites that are supposed to ensure that you can handle a course before you take it, but taking a college course catalog’s prerequisites to be absolute is an easy way to get demotivated before you learn anything you’re actually interested in.
I’ve seen a lot of people run into trouble with self-study when they really want to study topic x, but know that they have to study topic y first as a prerequisite. (For example, I once saw someone on LW who wanted to start learning programming, but thought he couldn’t get started without learning a bunch of math first.) For progress to be by accumulation and not by random walk, it is sometimes necessary to do this, but it can be hard to tell.
I wanted to create a thread where would-be autodidacts with limited knowledge of their target domain can ask these kinds of questions so that they can better plan their courses of study. Whether it’s questions about specific texts, recommended prerequisites, MOOCs, course overlap, whatever.
Any general discussion about self-study is welcome too.