Pick a hardware to tinker with. I'd suggest a development kit rather than some cheap mcu-psu-downloader-only board. Now listen, it may be more on the expensive side, but you don't have to deal with hardware trouble first since many development board usually provide a lot of functionality to play with.

Second, check the official documentation for said devkit and play with it. You'll ended up immersing yourself on your selected manufacturer but that's fine for learning.

After you've more understanding of the workflow for embedded development, then I can safely advice you to start exploring. A simple one would be programming the same board but using a different workflow. You may ended up with the manufacturer IDE, and wondering how to get to your beloved editor for example. Then you start to learn the build workflow until download and debug step.