Focus on the serious fundamentals first. I mean like how to hammer a nail into a thing, how to screw things together. Learn the difference between nut+bolt, Truss Head screws, and pan-head screws. Learn when to use each of these things.
Visit Home Depot. Build a damn coffee table.
Focus on the fundamentals. CNC Mill comes after all this IMO on the hierarchy of knowledge. You really should be extremely familiar with fasteners (Glue vs Nuts+Bolts vs Screws vs Nails) before you start designing things that get glued/screwed/snapped together.
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Most things are left unsaid because just building a damn coffee table (or similarly simple / small object) is everything you need to know about beginner level mechanical engineering.
Finding a class (community college) with this basic level of skills really is the bulk of it. Once you've accomplished the basics, it becomes obvious how to use a CNC Mill or 3d printer or whatever these electronic tools are.