how do you “study” a language?

I already learned French (for the most part) mostly via the foreign language classes they make you take in middle and high school, as well as some duolingo to supplement, and i’m starting out with Finnish (i know very uncommon language to study, which is why i’m having this issue) but i honestly have no idea how to go about it. In school there were units and levels of french, which made it easy to learn and study, but on my own, i have no idea how to make my own lesson plans or units or what to study. Duolingo helps, but i know the actual content i’m learning on there isn’t that useful and it can only get me so far, especially considering how limited the finnish duolingo course is. How do you guys do it with your respective languages? Textbooks, media, brute forcing it? I’m not a big fan of textbooks but i know that’s how a lot of people do it. I don’t know any finnish media either, let alone kids shows i could watch. Either way im not really talking about finnish specifically, more so languages in general. The issue for me is knowing where to start or where to go over actually learning, because i’m pretty good at that part. So how do you guys go about this?

Thanks Merci Kiitos