I pick whatever interests me the most at the time. I get books from the library and buy the cheapest, most basic, necessary tools. My goal is to finish a project. If it sticks, I find a mentor / teacher. People love to share their niche skills.
Recently, there was basket weaving (needed a good knife), then food fermenting (needed jars and salt, which I had), then kombucha and kefir (needed a mother and grains, which I just had to ask around in my community for), then Láadan (a conlang for women, there’s a free online course), then 3D-printing (my neighbor builds his own printers, he’s been teaching me stuff).

I know this is not an anachronism, but I’m still angry about Nolan’s Odyssey and how Greek soldiers DROWNED inside the horse during the first two TIDES.
TIDES. In the Mediterranean sea.