You can look at existing projects, here or elsewhere, and see if you want to take them further.  I know a lot of people out here don't like to read books, but personally I need the structure and to see the whole picture first before I start. Therefore my partner and I write books to get people started.  Some links to ours on my profile, or there are a lot of good ones out there depending on what you want to do.

It's hard to say where you should start.

I personally think that you should find some technology or type of software that you enjoy using and try to make your own simplified version of it. By the time you finish you will already know what you're going to do next.

For myself I started on audio amplifiers, which then led to switching amplifiers and finally power inverters. I only wish I kept my first project.

So I should just develop skills on an as needed basis?

I wouldn't say that absolutely, but once you get started you will naturally find an interest in something and develop skills from there.

(This is coming from someone that likes to practice things as he learns though.)

Thanks for the input David.