Sorry if this is obvious, but: read books. A good place to start is here: http://cstheory.stackexchange.com/questions/3253/what-books-...

There was another reading list that I remember seeing, I think it was from Stanford's TCS website, but I no longer can find it.

Self-teaching is fun because you get to choose your own curriculum, but it's often frustrating too because if you get stuck, there is no professor or TA to unstick you. This issue can somewhat mitigated via the internet.