Focus on several areas
This has been argued for a very long time: what is better - to study different areas or to focus on some one. In defense of the first opinion, we can say only one thing: look at Ilona Mask.

Consider everything as an opportunity to learn
Do not think that you learn when you read books or solve mathematical problems. Everything that happens around is an excuse to learn something new.

Use Evernote
This is a web service and a set of software for storing notes. A whole web page, a fragment of formatted text, an audio file, a photo or a handwritten entry can serve as a note.
Look for the right books
Self-learning is great, which allows you to decide what you will study.
Learn how to use social networks correctly
If you use them thoughtlessly, you will lose not only time, but also start to kill your concentration, reduce the amount of mental and psychic energy.
Yes, self-study can be a great way to learn a plethora of knowledge, provided you make the best possible use of the resources around you.