For stuff like chess, programming, drawing, etc where there is a skill you can learn..
Just do it. Every day. Do it in manageable steps. So for example if you wanna program, make a goal to create a calculator app. Then work out how to do that. Then do it.
Just keep doing progressively more difficult projects. After calculator app maybe a demo/visualization of sorting algorithms. And then a basic web server. And then a 2d video game. Etc
Learning by doing is the only real way to learn. Even in CS school the classes were great for certain things (I liked data structures & algorithms) but generally speaking the classes are there to facilitate you teaching yourself by doing.
Tldr: do the thing you wanna learn. Do it regularly. Every day if possible. Even if only 5 minutes.