If you want to learn new skills and struggle what to do and how to do, you are not alone. I have been there and many people do going through the same confusion.
What I find the most effective way to learn new skills is recreating (or copying) works from the master/expert in the field. Pick a few top people and a few of their works. Try recreating their work yourselves with (preferably) or without their instruction.
Do this before you create anything on your own.
This learning method is natural to humans. Toddlers learn a language by imitation though they do not understand how it is written. They do not invent a new language on their own. The ability to mimic other's work is ingrained in our genes and society. But there are a few scientific reasons behind this.
First, you have a measurement of how good your work is. If you are doing your own work you have no idea if it is good or bad until another person judges your work. If you are copying a master's work, it's very easy to see the difference between the two works and you yourselves can judge your progress.
Secondly, this allows you to learn the fundamental of your field. Great work is always based on other great works. Great artists always have inspiration from other artists no matter how original their work is. Copying the master allows you to internalize the fundamental skills before you can invent anything new.
You are more likely to go on a good direction of learning rather than wandering around in different routes. This might save you tons of time and let you make faster progress.
Don't worry that your work will look like your master's. Everyone is different and no two persons will create the same thing eventually. Plus if you are great, you do not want to be labeled as a copycat of some other. Worrying to become a copy of others is not something you have to fret at the start.
The third reason for copying the master is for conserving your mental strength. This is not so obvious to notice but could be a deciding factor if you want to continue or not.
Our brain is wired to do something with the least effort and without taking much decision. Copying is easier than inventing and requires less mental strength. When you invent by yourself, you have to make lots of decisions in between and this reduces your mental strength.
It is true that we learn more while we struggle but struggling too much at the beginning it can discourage the learner to continue their path. Save the struggling till the later phase of learning.
This has some scientific tie to our habit. The key to building a habit is consistency, not intensity. The key to continuous learning is repetition with moderate difficulty.
Everyone knows that getting things started and building momentum is the most challenging part. If you can do something with little effort, you are more likely to keep that behavior. And creating something that looks decent (since this is a copy of the master's work) gives you some satisfaction to continue. Immediate reward is a signal to trigger your brain to continue doing something.
The last social benefit of copying a master's work is to give you a chance to interact with the expert. Everyone loves talking with people who understand their work. You create a natural bonding with expert by understanding their work. If you reach out to them, they are more likely to respond and this might be an important connection for your career.
How to Get Started
Copying the master is a step after you learn the basics of your fields. You cannot tell a child to write a paragraph if it does not know what a letter is.
In any field, there is always something inspiring for you to recreate. If you are a designer, pick up a good design from Dirbbble and try to figure out how to do it. If you are a programmer, pick up a decent-sized open source project and learn how to create from scratch.
Never be afraid to ask an expert. You are doing them a favor by giving them a chance to help other people!
When you have done a few projects, you start developing a taste of what is good work and how to create good work. It is the moment when you start internalizing your skills. If you get to this state, you can self-study without any other help or guidance.
This strategy applies for more than hard skills. You can build your career by working with the people you admire. You not only build hard skills but also expand a network that can support your future career.
Copying a master's work is not plagiarism if you keep the work for yourself or get the author's approval for commercial usage. To be honest, master's works are often well-known enough for others to claim their work. With the proliferation of the Internet and technology today, it's hard to plagiarize without notice.