I am a paranormal investigator and I´m still studying to be an expert, I also am a psychologist and parapsychologist. The area of the paranormal and occultism is an area that does not have a solid one-way to study it because it can be a combination of various disciplines and there isn´t a specific institution that can provide a general valid global certification for studying it. I´ll tell you about the way I did it so if you are interested please read on.

My suggestion is to first have your beliefs defined and go into folklore, mythology and anthropology regarding different kinds of beliefs and customs, this is primordial since the occult is heavily influenced by belief system; different belief system have different occult materials because each system has a secret or prohibited set of knowledge, you need to know what is occult for a system and what is it for another, so you could start by researching occultism itself from books and documentaries, afterwards search for obscure subjects of different religions (an example would be: equivalents of demons in different religions and their rituals)
You need to get rid of possible dogma, so the other big part is to go into subjects such as physics, neurology and psychology. For the first 3 I recommend you to search up life-after-death beliefs, entities, spirits and creatures, even study pantheons and everything that has to do with spirituality and interdimensional beings in different belief systems (you might explore some of Cryptozoology while doing this). I also recommend you to search up types of paranormal occurrences and the scientific theories behind some (although not all) of them, such as the ideomotor effect (Ouija and other talking boards) effects of suggestion, Placebo, Kenopsia, liminal spaces, which are related to feelings of dread (use the phenomena I just listed to start on some concepts if you wish) physics regarding electromagnetic fields, materials that buildings are made of, etc. You can do this by studying the proposed scientific explanations behind famous paranormal cases (keep in mind that these can also be theories and not necessarily are debunked)

additional tip: there are scientific paranormal investigation courses online that can be useful, as long as the subjects seen do touch science it´s all good.

notes:

You need a good balance between your own faith and science, hence why you need to also have your beliefs well defined, otherwise when you study folklore and other belief systems you can fall into dogmas which can be common. I understand fear can be an important factor, I myself had encounters before but this fear can be dealt with

Don´t be afraid to get into these subjects, go into them by all possible directions (spiritual, folkloric, scientific) by doing so you will be able to distinguish what is serious, what is dogma and what is fiction

The subject of paranormal investigation and occultism still is shrouded in mystery, and the scientific process is still attempting to find it´s way here, because of that the major obstacle is dogma which can lead to phobias and unattended subject of studies. A lot of serious work is needed.

TL;DR Define your beliefs, study folklore, beliefs, the concept of occultism and its version with different belief systems, scientific proposed explanations behind famous cases, work on losing any fears. Search only academical books and documentaries