Try getting a single board computer such as a raspberry pi, and see if you can get it to do stuff! Hook it up to some SPI or I2C peripheral boards to read temperature or light. Stream data to a cloud.
Another big part of embedded Linux is managing the OS itself and updates. Things like Yocto handle building an OS image
Learn C and C++. Find a cheap micro pc board, pick one of the embedded linux distros that run on it, and make something with it.
Repeat until you get bored, exhausted, or a job. :)