That's a good way to go.

I'm not sure if it has been mentioned above (I couldn't see it), but an important thing to keep in mind is that you will never know/understand everything, simply because there is not enough time - in the same way that experts in literature will never manage to read every book.

I personally used VB6 professionally for about 10 years, yet could name many large areas within it that I have little of no knowledge of (such as WinSock, INet, OLE controls, etc).

The thing to do is work out what things are important to you (whether due to to job/exam requirements, or just personal interest), and work on learning them in stages. As you have found, trying to jump in at the deep end just causes confusion and frustration.