How can I learn something useful completely without taking online courses or classes?

I think the most obvious answer is to read a book. There are plenty of books that, with an application of what they describe, you can build new skills.

What Color is My Parachute is an odd book. It's not very well written, and it's not full of deep insight. You can read it and find it completely valueless… because you'd be doing it wrong. The purpose of the book is to be read; it's a series of exercises you're supposed to do. The value comes from doing the exercises. Most of them are kind of obvious.

I have a couple of old mathematics textbooks, each quite short, maybe 150 pages. One is on number theory, and the other is on linear algebra. Each chapter covers a topic, gives an explanation of the concepts, offers some basic instruction on how to solve problems, and then lists problems that the reader can choose to solve. The problem start simple, with something you can work through in your head in a moment, and quickly escalate something that might take hours.

Compare that to a modern linear algebra textbook. In a chapter, one concept will get described, then it will be illustrated, then multiple examples of problems and their solutions will be given, and then the solutions will be explained, and this repeats, often leading to a chapter that contains as much text as the whole of the linear algebra book.

What changed? Not our understanding of linear algebra, but our understanding of how people learn. In general, people need a lot more guidance than we anticipate. Unfortunately, this leads to a separate problem, which is motivation. There's a tendency to assume that, if you read through this longer, much more detailed explanation, that you will understand. The problem is you haven't done anything yet. Whether you have the old textbook or the new textbook, you need to act. For all of its limitations, the old book didn't give you the impression that, after reading a 10 page chapter, you had anything close to an understanding.

I'm not trying to say one of these is better than the other; that will depend on the person who is trying to learn. Either way, they illustrate that learning comes from action. In an ideal circumstance, it would be guided action with support. That's one of the problems with learning things for free; you don't have the support. We see this so readily in programming, because a student will have (seriously) one character missing, added incorrectly, or out of place. They won't be able to see it because it's one character out of hundreds or thousands. My students can ask for some help and not only get quick guidance on correcting the problem, but an explanation of what they did wrong, why it was wrong, why they probably did it, and how they can avoid making the same mistake in the future.

But as that is, it's often unnecessary. In programming, many people try to learn on their own and quickly give up because they lack this support. Not everything is difficult to learn as programming.

In order to learn something useful, you have to pick something that you're interested in (or at least otherwise motivated to learn), have a learning source (could be a book, a series of videos, etc.), a feedback loop (like a compiler for computer programming, or listening to yourself play the guitar, or looking at your drawings with a critical eye), and an extraordinary amount of patience and persistence.

What are you motivated to learn? What learning sources can you find? How will you create a feedback loop that doesn't involve another person being readily available? How will you stay persistent when you want to give up or fear you can't succeed?