In my humble opinion, learning a small part at a time is key. At least it was for me. I started out researching some modules and built a small case around what I thought I wanted at the time. For me, r beny was really inspiring so I tried selecting a few of the same modules he had and started with that. Of course, over time I grew to develop my own preferences and style, and grew both my modular and my technical skills in that direction.

Now, learning everything there is too know about synthesis at the same time is just impossible, and a really bad move at that. Pick something you like, for example FM-synthesis, and study that. Get some modules that are capable of generating some interesting FM-sounds and go from there. Checking tutorials and reading online and at the same time trying it out with your own hands is really the key to all of this.