Find an area that interests you and read as much as you can.

The best way to study history is to examine how we know what we know. Look closely at sources and citations in everything you read. Familiarize yourself with how historians approach the sources in whatever field you're interested in. Eventually, it would be best to learn whatever language is most relevant to be able to read primary sources too, otherwise you'll run into a wall at some point. You should always be aware that history is the product of discussion among scholars, so understanding the terms of that discussion is critically important to understanding history.

But most importantly: simply never stop reading.

Do you have a specific focus you're interested in? Era, region, etc? Are you asking for source material or study methods?

Sorry for barraging you with multiple follow ups, just trying to better understand the question instead of giving a lame answer.