Even mental exercises could use a purpose. What are you interested in? Try to keep an end goal in mind. If you want to learn more about machine learning, it might be an idea to start with a mathematical preliminaries chapter in a typical machine learning textbook and look up difficult topics in a probability/statistics textbook. If you want to learn more about databases, perhaps you could pick up a book on relational algebra, and explore it in the context of abstract algebra. There are many ways to get the job done.