When you find a course of interest, begin by skimming the syllabus and calendar. This tells you the course goals, key topics, and the sequence of what is taught and studied.
It's up to you to decide what and how you'd like to learn. Study the materials in a course from beginning to end, or select individual concepts found in different courses. You can let your curiosity be your guide, or consult About the MIT Curriculum if you want to try following the course pathways used by MIT students.
For more inspiration, read OCW Stories from students and self-learners.