John Baez (physicist / category theorist / smort dude) has a list of books to learn math and physics. Is an interesting source to crib from.
http://math.ucr.edu/home/baez/books.html
I'm not necessarily suggesting that a mountain of books is the best way to go about it. I think I respond best to video lectures. I'm not sure where you're starting from or how applied/pure you want. Here's a quick mind dump some of my favorites and some that I haven't watched. Roughly in order of how much I liked them.
Gerhard t'Hooft has a page on how to become of a good physicist. http://www.goodtheorist.science/ Not math though.
I'm not necessarily suggesting that a mountain of books is the best way to go about it. I think I respond best to video lectures. I'm not sure where you're starting from or how applied/pure you want. Here's a quick mind dump some of my favorites and some that I haven't watched. Roughly in order of how much I liked them.
Gilbert Strang's Computational Methods for engineers was life changing for me. It is a two part MIT opencourse. https://ocw.mit.edu/courses/mathematics/18-085-computational...
A Stanford course on the Fourier transform https://see.stanford.edu/Course/EE261
Bartosz Milewski's Category theory for programmer's https://www.youtube.com/watch?v=I8LbkfSSR58
Stephen Boyd's courses are online. http://web.stanford.edu/~boyd/ Linear Systems, convex optimization. Useful stuff.
Francis Su's Real Analysis is very good https://www.youtube.com/watch?v=sqEyWLGvvdw
Indian universities have an astounding collection of videos https://nptel.ac.in/ I have a tough time with the accents, which is a bummer.
UCCS MathOnline has quite a haul https://www.uccs.edu/math/vidarchive
I've been enjoying this Visual Group Theory course lately https://www.youtube.com/playlist?list=PLwV-9DG53NDxU337smpTw...
Math Doctor Bob https://www.youtube.com/user/MathDoctorBob/playlists
Wildberger has some interesting takes on elementary and non elementary topics https://www.youtube.com/user/njwildberger
https://www.perimeterinstitute.ca/training/perimeter-scholar... Perimeter scholars lectures. Physics not math. Good stuff.
Federico Ardila has a number of combinatorics courses. https://www.youtube.com/channel/UCWwECTsgjp_S-c73pO2c4gQ
Nonlinear algebra course https://www.youtube.com/playlist?list=PLRy_Pn1LtSpejKLClqbrW...
Also of course there is Coursera and edX stuff.
Godspeed.