Learning a new language is often made out to be harder than it really is in the English-speaking world. It takes time and dedication, but if you have a good method of learning and are being consistent, everyone who already knows one language is capable of it. You should be able to devote some time to it every day, or at least most days, and should practice all four skills regularly (reading, writing, listening, and speaking). This applies to spoken languages with a written form. Sign languages and languages with no written form are not accounted for in this guide because I have no experience with them.
First, you need a complete textbook. By "complete textbook," I mean one that provides a self-contained, step-by-step instruction in the language, as opposed to one that assumes outside knowledge (for example, a textbook that is intended only as supplementary material for certain aspects of the language). I suggest researching multiple before picking one. Then check if your library has it available, find a free copy online, or buy it. This also includes complete courses that are available online that provide thorough grammar explanations and example sentences, effectively a virtual textbook. However, you should be careful with this option. Evaluate any online resource carefully because a lot of them are of poor quality, and increasingly, use incorrect artificial intelligence translations (e.g., Duolingo). I will talk more about this later.
As an example, I've been using Complete Spanish Step-By-Step and find it well-designed. When I taught myself French years ago, I did not have a textbook and pieced together resources online. It worked, but was very disorganized and I would recommend against that approach unless your language has no other options available. Certainly for any of the "big languages" this shouldn't be necessary.
Take notes from your textbook and write down its example sentences. Do the practice exercises and then check them with the answers in the back of the book. You will remember better if you write by hand. If you don't understand something, look it up on the Internet to find more explanations and examples of the concept. It does not matter if the example sentences are not sentences you would use in your everyday life; that's not what they're for. The purpose is to help you understand the structure of the sentence. Once you understand that, you can create your own sentences. In fact, "useless" sentences are quite useful when drilling grammar concepts and vocabulary into your brainhole.
Let's say you're studying French, and you just learned the imparfait and passé composé tenses. You also learned some new words: "lécher" (to lick), "la grotte" (cave), "le prêtre" (priest), "la moisissure" (mold), and "la rage" (rabies). If you want to get used to using these new tenses and integrate the new words into your brain, you need to practice them. The best way to do this is by creating sentences. Don't worry about being restricted to "realistic" sentences; just combine them in any way you can think of.
J'ai piégé un prêtre sauvage dans une grotte la semaine dernière. Il vivait parmi les salamandres et sa tête était couverte de moisissure. Je l'ai apporté dans mon appartement et je l'ai mis dans un grand terrarium. Pendant que je dormais cette nuit, il a léché toutes les pierres de son enclos. Je me demande s'il a la rage.
I trapped a wild priest in a cave last week. He was living among the salamanders and his head was covered in mold. I brought him into my apartment and put him in a big terrarium. While I was sleeping last night, he licked all the rocks in his enclosure. I wonder if he has rabies.
This is an efficient way to combine the two new tenses and every new word within a few sentences. You can create as many scenarios as you want in order to practice the tenses, using whatever vocabulary you want. Do this over and over, practice making sentences out loud, and soon you will be able to use them without having to think about it.
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Once you know most of the grammar of the language, you should primarily "practice" rather than "study". This means having conversations and trying to increase your comprehension as much as possible through reading books and listening to speech. It's best to find something slightly above your level, so that you are learning new words without getting frustrated. You need to understand most of what you're hearing or reading for it to be of benefit. For example, a book where you understand the majority of a page, and have to look up several words to understand the remainder, is a good choice.
There's nothing wrong with translations, but I suggest looking for books that were originally written in the language you're studying.