Languages are tools. You learn how to use tools by using them, not reading about them. This leads us to the conclusion that practice is key in a language learning process. That means that the more you speak/read/listen/write, the better you get at it. There is no shortcut, only hard work.
Even though it is as simple as that, you cannot just dive right into it. You need to prepare beforehand. How to plan acquirement of a language? This is a difficult thing to do because as a self-taught language learner you cannot know at the beginning in which direction you should go, thus making you feel confused, frustrated. I would highly recommend starting an Assimil course if you want to keep on learning alone. The Assimil method focuses on language acquisition and listening comprehension. The book contains bilingual dialogues which as a result gives you an idea of how both languages work and what the differences between them are. It will gradually increase your vocabulary and knowledge of grammar in a more natural way.
Have you ever felt confused when a native speaker initiated a conversation with you and you couldn't understand a word? That is a common thing to be experienced amongst language learners. A method that eliminates that problem which is listening comprehension is called "shadowing". This method focuses on both written text and audio which allows you to see how certain phonemes work in real life. It forces your mouth to create sounds that come to your ears, thus you learn how to produce them and also recognize when a native speaker uses them. So simply, take a random book or an article, take a pencil (to use it as a pointer), and read it out loud with the reader.
There is no simple rule, not just one method, one approach to learning languages. You need to combine a lot of different ones in order to create a perfect one just for you so you learn not only with pleasure but a lot more efficiently which is the main focus as far as learning is concerned.