Ask your questions for Eli and the rest of the Silicon Discourse community here. Build your reputation by giving advice to others too!
Udemy is a good route and you could also download a type 2 hypervisor to install Windows Server 2008/2012 as a virtual machine to test out SQL or if you have hardware go with a type 1 hyper visor like Xen Server as a dedicated place for your virtual machines.
I recently picked up one of these Dell mini towers and have installed Xen Server on it to play with virtualizing my own servers.
If you have an old machine laying around, I’d say put together a LAMP server (Linux, Apache, MySQL, PHP). I did this a while ago to start learning php at home without buying web space. It also forced me to learn how to do a few things in a Ubuntu distribution( I used mint), and set up a server.
It was was a great feeling to know I could (with a little port forwarding) run a web server through my residential ISP.
If YouTube and online resources isn’t a good Way to learn for you, try a website like Abebooks.com to get used text books on the cheap. Eli’s videos turned me on to Larry Ullman’s PHP and MySQL books, which were very helpful.