First, you must have a grasp of the over process before you can gauge your position in that process. Note that these suggestions aren't isolated, but intertwined.
You already have a major step completed, figuring out what subject interests you. You may also understand a good portion of the material at about a first-year graduate level. Next, pick a topic that interests you. If you're in school now ask a professor or fellow student for a reading list on this topic. If you don't have access to such a tool, the process is more complicated. You pretty much have to begin by randomly searching and reading the literature. If you don't understand the articles you find, compare the references of the articles you have to find common articles. Develop a new list of articles, rinse and repeat until you find an article you understand.
At this point, you'll have a tree of references. You may want to think about organizing these if you plan to continue research in this area. You may find you don't know the basics as well as you thought, so have textbooks handy. Explore the tree, work through it, add to it, prune areas that don't interest you and have fun!
Remember that the only right way is that which works for you.