The only problem about self-teaching is that it's a lil randomly and system-less... I tried it systematically, like you said, learn the kings of Númenor in the correct order or all the Edain of the First Age, but after some hours that becomes quite boring... I think I already forgot most of the Edain again 🙁 at least their relationships.
Artificial languages are easier to teach yourself as the main problem of self-teaching, the pronounciation, can be neglected; the basics are easy to learn, and there is no slang or dialect (at least no dialects that would differ illogically from the main language)~~ I didnt teach myself anyways, I just attempted to start learning 😛