For the self-directed part at least, it's about deciding how you organise and prioritise your study. In effect, it's about moving from being completely dependent on teachers telling you what to study and how to study, to becoming more active and taking control over your learning.
Or put differently: say you're studying English. Maybe you've been used to a very structured learning environment where you're told which chapters to read, given a list of questions to answer, as well as information about the key themes and ideas in the text. In other words, the teacher makes a number of decisions about what's important and you, as the student, can rely on these to structure your learning.
As you move to becoming independent, it's about acting more as an expert would.
Instead of waiting to be told which sections of the book to read, you might motivate yourself by saying: I'm interested in reading this text because... And as part of my reading, I'll focus on understanding a particular idea that I might want to know more about. As you read, you might realise that there are difficulties - here are some new ideas, or questions raised by the text. As a self-directed learner, you could jot down a series of questions that you can't yet answer. They might lead you to searching for further resources, or to asking your teacher to explain or offer their interpretation. Or you might tell your teacher how you've approached the text and ask if they have a different way of doing it.
Basically, it isn't about doing it just by yourself, but it does involve thinking more about why you're doing what you're doing.
What you actually study will probably depend on your goals. So one tip is to consider: what am I going to be asked to do, show or demonstrate at the end of this unit of study? What knowledge or skills do I need? Where and how will I get these? Start thinking about how you can build deep knowledge - rather than memorising content, one tip is to think about the thinks between information and ideas; experts often have broad schema for concepts; they focus less on the little details and more on overarching ideas that help fit those smaller pieces into a big web of ideas.
Hope that helps. Try to feel optimistic - becoming self-directed and independent, though it might seem like being thrown in the deep end, can ultimately be a really positive thing