Find a problem to work on in a domain you find interesting. By reading published papers and trying to attack the problem, you'll be forced to pick up a lot of other knowledge not commonly discussed like: feature extraction and selection, dimensionality reduction, dealing with sparsity, common metrics for that problem, recent work, etc.

I was forced to learn a massive amount in a short period of time for work, but I'd previously watched Andrew Ng's lectures, as well as majored in Math/CS. I can also generally recommend Hinton's NN lectures, Socher's Deep learning for NLP, Andrew Ng's Machine Learning, and a few books.