Trying to build a robot is the way to start the robotics hobby. Reading about robots, studying physics etc. are different hobbies and fine in their own right, but not a robotics hobby.

There is no wrong way to do a hobby. Good luck.

Look for three papers on "integrated mental architecture" and personality, psychopathology then drill down to experimental robotics and begin from a standard text and devkit.

Go through the ROS tutorials, using a simulated robot at first, then buy a tiny AMR kit and do the same thing IRL. Once you have those basics, you can ask yourself into which direction to go next, the obvious choices being 1) deeper into the research of the new-fashioned (bi-)manual manipulation (arms), or 2) more into business and actually build a real-world application for your mobile robot (which will involve a lot of tinkering with hardware). And +1 on what brudgers said. It's a hobby, so have fun.