How can I become better at self-teaching myself subjects? I learn a lot better in a classroom in environment but obviously I don't have the time or money to take a class in every single thing that piques my curiosity.
The good news is that there are plenty of free online classes available to simulate that classroom environment, such as Coursera. Or you could find smaller lectures or videos on YouTube if that’s too time-consuming.
But when I was doing a general relativity independent study my advisor emphasized to me how much of a crutch lectures are. They’re really meant to supplement. Your learning is done on your own with the textbook or other resources. So you have to get used to learning with a textbook. How do you do that? It sort of depends on what you’re studying and how much you need to know.
Generally, textbook studying follows a format like
skim → deep read → read again while taking notes → review → practice
You can modify that to your needs, though. For very difficult to understand material (like graduate-level physics) I would probably recommend exactly that. For something that’s more conceptually simple, maybe only deep read once while you’re taking notes. To really learn something, though, you need to practice (active learning). If you’re just curious to dip your toes into some subjects, then that’s not really necessary.
I think the best way to learn something new is from a book. They’re designed for that purpose. So borrow a textbook from your library or get a PDF.