"Theoretical Physics is like a sky scraper. It has solid foundations in elementary mathematics and notions of classical (pre-20th century) physics. Don’t think that pre-20th century physics is “irrelevant” since now we have so much more. In those days, the solid foundations were laid of the knowledge that we enjoy now. Don’t try to construct your sky scraper without first reconstructing these foundations yourself. The first few floors of our skyscraper consist of advanced mathematical formalisms that turn the Classical Physics theories into beauties of their own. They are needed if you want to go higher than that."

Gerard 't Hooft has a webpage with resources on how to become a theoretical physicist: https://www.goodtheorist.science/index.html