Hi everyone,
I do not completely agree with the "don't do online courses" advice, actually.
I mean, I agree that practical examples are very useful and you should definitely try them out if you really want to grasp the subject.
But, as my personal experience, I started looking into some of the practical examples in ML and had the feeling that I was looking at a black box, and when it was time to change maybe some parameters and see what was going on I realized that I had no idea where to start.
That was the point I decided to start from the theory, instead, and I took one of the mentioned online courses and found it really helpful.
Most of these courses, in any case, combine theory with practical exercises, so you can try out things by yourself, but understanding what you are doing and why you are doing it.
So, my personal advice, is try to find a good combination of theory and practice, as in most of the things, so you understand how to do things but also why!