I'm very often facing one small problem when trying to learn some new stuff - hard to choose what to learn next.
Even if the problem seems to be small it has a very huge impact on the final result I think. And because Game Programming offers so much to learn, I'm always feeling that I'm missing something important and wasting my time learning something not important or unneeded. Or usually, I'm afraid to focus on something specific and huge for a long time, because I think that I'll spend all my time on that particular filed and will not be able to solve another problem.

So I've tried to fit all my thoughts in this questions.
1) Are you trying to cover all the aspects of Game Programming? Or you trying to focus on some specific aspects like physics, animations, or networking etc.

2) What is your way to find a new theory or whatever else for your learning process? (Manuals, Courses, Books, Documentation? etc.)

3) When you trying to learn while practicing, are you search for learning because of a problem that appears, or because you wants to try new things? How do you choose this new thing? And finally, Which of this two approaches was the best for you if any?

Not actually in the scope of the topic, but I'm also very interested to hear your thoughts on this.
What is Game Programming for you? How would you describe what should Game Programmer able to solve?

I try to learn at least one new thing with every project that I start.

It can be a new language (golang), tool(kubernetes), platform(oculus rift) or algorithm(pathfinding) .

(The above list is a collection of things from my last 4 projects)

I learn through making a prototype.

I am usually guided by step by step internet tutorials.

18 hours ago, 999PING said:

Not actually in the scope of the topic, but I'm also very interested to hear your thoughts on this.
 What is Game Programming for you? How would you describe what should Game Programmer able to solve?

I would say that the thing that sets game programmers from other programmers is interactivity. Your design needs to be user facing with all that that entails.

I would suggest creating a game. Pick something that you think is a bit beyond your current abilities, but not some AAA quality over-the-top massive game.

Get started on it, and work until you get stuck. Learn what you need to proceed with the project so that you can move on. Rinse and repeat!

I would suggest joining a Gamedev.net challenges (as @jbadams surely wanted to suggest ? sorry I had to).

As per suggestion, pick a project and work on it. I often also make a quick roadmap/notes for what needs to be done (Wunderlist or Todoist - or even a TODO list in spreadsheet are good). Where you can track your progress. You can even go for source control along with it (gitlab/github support issue tracking, or gogs if you want something lightweight).

On 10/14/2018 at 11:39 AM, 999PING said:

Are you trying to cover all the aspects of Game Programming? Or you trying to focus on some specific aspects like physics, animations, or networking etc.

I'm mostly building an MVP - Minimal Viable Product - as fast as possible it should contain everything what final game, without art, animations, etc. But already playable. Then I focus on each area separately and improve. So far this approach pushed me even to finish multiple game jams (like Ludum Dare), which have a strict time constraint added to build full game.

On 10/14/2018 at 11:39 AM, 999PING said:

What is your way to find a new theory or whatever else for your learning process?

It depends, if it is something brand new - then papers (sometimes you can do your own research), for well known things mainly books. Sometimes interesting articles on web.

On 10/14/2018 at 11:39 AM, 999PING said:

What is Game Programming for you? How would you describe what should Game Programmer able to solve?

Game programming doesn't really differ from programming in general (at least from my point of view), it maybe incorporates more hacks and workarounds (or at least you see them more often) - which are unacceptable in other areas. Therefore game programmer should be able to solve most problems other programmers can.