Start with figuring out whether you want to buy a robot platform and go from there for learning resources or whether you want to build from the ground up. If you buy a robot platform, you'll be jumping right into the advanced topics if you buy the right platform (high degree of freedom humanoid or hexapod). If you build from the ground up, you can focus more on the lower, system level and electronic control systems. In either case, once you get to having a stable robot, you'll be ready for exploring sensing, mapping, pathing, motor control, and all the other fun stuff.
I'd recommend starting with the good old robotic arm before jumping into anything like an autonomous vehicle. You'll see different challenges and functional areas depending on whether you go with ground, underwater, or air robots. At the same time, you'll see way more practical, industry work based on the relatively simple arm than you will with what is essentially still in heavy R&D with vehicles and legged robots. Alternatively, the LEGO robotics platform has a tremendous community (CMU established C/C++ as a near standard for the NXT and an open source group has enabled a feature-packed Java environment for it)
Either way, choose or build a platform that you'd have fun with though, it's not cheap. If budget is no concern, there's no limit to what you can advance to (some humanoid platforms start at $20k). On a relatively reasonable budget (Apple desktop scale), though, you can build or buy some awesomely expressive (high degree of freedom) hexapods, RC trucks, or very nice polycopters.
Adafruit - best place to start with physical computing and ground-up robotics
https://learn.adafruit.com/category/robotics
Sparkfun - another good place to start
https://www.sparkfun.com
Math fundamentals for robotics
https://www.cs.cmu.edu/~me/811/
Robot platforms for sale
https://www.robotshop.com/en/robot-kits.html