I agree with your suggestion, and that is what I did to get started in machine learning as well. Solving some kind of problem and doing practical projects and playing around with models is probably the most efficient way to learn. I started with the Machine Learning course on Coursera by Andrew Ng. And while going through, I started using what I learned on a small project. I did document my journey in case it's useful or interesting for others: https://embracethered.com/blog/posts/2020/machine-learning-b...