Electrical side, from someone who teaches it: don't start with a course. Start with one building. Get drawings for a job you can actually walk and trace one thing end to end: service, panel, one circuit, one device. Then do the same with one air handler, meaning where its power, controls and ductwork come from. You'll learn the language faster from one system you can touch than from ten modules. And ask the foreman to explain one thing a week. Most will, if you're asking for real.