I'll start off by saying that it's very rare for someone to be able to learn physics in a vacuum. Yes, it's possible, and people like Issac Newton are examples. But such people are exceptional cases, and even most of the famous physicists studied formally (in thinking of examples, Newton was the only one that came to mind, and even he had a Bachelors degree when he formulated his laws of mechanics). When you don't have a professor and the stress of grades pressuring you to study for exams and do homework, it usually just doesn't work out. But hey, maybe you're that exceptional case, so I'll just list off the order of coursework that most physics programs take you through.
Basic, calculus based classical mechanics
Basic, calculus based electrodynamics
Optics, wave mechanics, basic thermodynamics, and special relativity
(By this point you'd better have picked up vector calculus and differential equations)
Basic quantum mechanics
Advanced mechanics
Advanced electrodynamics
Advanced quantum mechanics (you'll likely need some linear algebra before this one)
Statistical mechanics
This is the absolute minimum usually required for an undergraduate degree in physics. I'd say that if you can master this material (which almost always comes by going to college and taking the courses), then you're in a position such that you can pick up textbooks or papers and start learning on your own. And even then it's hard. Maybe it's just my learning style, but even in graduate school I've learned a lot just by going to class and doing my homework.