the best way to self-learn.
Go get a torch set, you'll need it anyway. Or if you already have one, throw a #2 or #3 welding tip on it, grab some scrap STEEL 1/8 to 1/4 in thickness and practice. Make a puddle. Then once you figure out how to make a puddle, start moving the puddle around on the steel and watch how the puddle changes size based on where it's at and how the rest of the metal heats. Get decent at puddling? Take an old steel clothes hanger (non-coated preferably) and then while you have a puddle going, feed the end of the hanger rod into the puddle. Do that a bunch of times. Then start feeding rod while moving the puddle across the steel scrap. Not enough challenge? Put two pieces of scrap together in like side-by-side and weld them together. Move on to a lap weld, then a T joint, etc.
Now you have the basics of TIG welding and if you are decent with a torch, you will be good at TIG welding. But the same principles also apply with stick welding and mig welding; all you are doing is joining metals together by melting them partially and adding a filler (stick electrode, mig wire, or tig filler).
when oxy-acetylene welding you will need the proper heat protection (face, arms, hands) as well as the proper cutting face shield with the right shade. While some have and some still do, I do not recommend welding or cutting without a shaded shield.
With stick welding you need a helmet with a #10-#12 shade, some guys like a #14 but I don't. I prefer 10 for almost everything under 200A of current. When you start getting into much higher amperage, I have to go up to a #12. I also use a cheater lens because my eyes ain't what they used to be.
Welding means lots of heat (1500-9000 deg F) so you need lots of safety equipment. Extinguishers, pants gloves face protection, jacket, and take the proper safety precautions. MIG and stick make lots of sparks so no combustibles anywhere near the area you will be welding in. That also means gas cans. Gas cans need to be in another building or better yet in the next county. I knew a guy who had plastic can full of gas near a welding project, a spark dropped and burned through the gas can, caused leak, then it ignited from another spark. Wasn't pretty. 5 gallon of gas make big fire. No rags near the welding. Any oil soaked wood can smolder and when you walk away for the night it can cause big problems. Aerosol cans are another no-no. Fresh paint. Tires. Anything that hot sparks can damage need to be at least 40-50 feet away. Ventilation is also important particularly with stick welding as the flux on the electrodes tends to make nasty gases. Similarly, galvanized steel--do not breathe those fumes, actually just do not weld galvanized, period.