This. Highly recommend Russel & Norvig [1] for high-level intuition and motivation. Then Bishop's "Pattern Recognition and Machine Learning" [2] and Koller's PGM book [3] for the fundamentals.
Avoid MOOCs, but there are useful lecture videos, e.g. Hugo Larochelle on belief propagation [4].
FWIW this is coming from a mechanical engineer by training, but self-taught programmer and AI researcher. I've been working in industry as an AI research engineer for ~6 years.
[1] https://www.amazon.com/Artificial-Intelligence-Modern-Approa...
[2] https://www.amazon.com/Pattern-Recognition-Learning-Informat...
[3] https://www.amazon.com/Probabilistic-Graphical-Models-Princi...
Statistical Rethinking https://www.amazon.com/Statistical-Rethinking-Bayesian-Examp...
An Introduction to Statistical Learning http://www-bcf.usc.edu/~gareth/ISL/
Russel Norvig should be treated as a subtle intro to AI.
The start Bishop to understand concepts.
So do exercises, spend time digesting and trying to explain things to others. If you feel it's hard, well you are correct. Get comfortable feeling that way. Hopefully theres light at the end of the tunnel. Dont buy into the hype. Know the basics
Edit: so didnt see op said exactly this. My bad, new year and all.
Finally I started studying serious books in a disciplined manner. I wish I should have done this earlier.
I'd be ecstatic if I never again see a comment about how folks suddenly and completely understand a class they failed years ago after watching a 3blue1brown video.
For purely professional purposes, it's probably a better idea to take a non-academic approach.
A minimum of 5-10 pages a day for 6-12 months seems pretty reasonable for a career change into a competitive field.
I recommend Kevin Murphy's ML a probabilistic approach and Ian Goodfellow's Deep Learning.
Those are the books used in most of the ML courses I took in grad school.
There is also Chris Bishop's Pattern Recognition and Machine Learning, but I think it is less popular now, than it was before.
Get some textbook suggestions and make a minimum of reading 5-10 pages per day. In about a month or two, you're done with a 300 page book. Repeat that for a few years and you're an expert. Once you have the foundations, read papers too, but don't skip straight trying to using AlphaZero to solve a curve fitting problem.