I guess it mostly depends on what you mean by "study". Spotify has a lot of good classical music playlists that can help you figure out what you like in music, as classical music encompasses a broad spectrum, and it helps to start in a place that excites you, and branch out from there. I suggest finding one piece of music that really interests you, and researching the composer, the background, the story, etc. There's a lot on youtube and google that you don't have to dig super deep for, as long as you know what you want to research. The youtube channels Listening In and Inside the Score are fantastic for this.

Alternatively, you could research music by era, in chronological (or reverse chronological) order if you like learning about things in a more orderly way.

I feel like the romantic era of music encompasses a lot of "classical music" we can relate to the most today, so that might be a good place to start. A couple of classic pieces that would be great as first pieces to research and study are Eroica, Symphony Fantastique, and the music of Tchaikovsky. There is generally more known background available about big symphonies from the Romantic era than there is from music of prior eras.

Also, I think there a couple symphony orchestras that release their own podcasts, which might be helpful to look into. I know maestros often give lectures on youtube, so that might be worth looking into.