Start with the hands-on stuff absolutely as soon as possible. Like, right now. Just get yourself a compiler for your language of choice and start writing something. Think of some little tool you can make that will solve a simple problem and implement it.
The canonical first example is a Fahrenheit -> Celsius converter. The formula is simple. One of the first things I wrote was a program to solve quadratic equations. You can start with one that will solve quadratics with real roots and extend it later to solve quadratics with imaginary roots (this will help you learn about conditional statements (ie if statements)). The program will take as user inputs three numbers, A, B and C. It will output two numbers, the two roots.