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I think learning about theory is more useful and natural if you supplement it with a lot of playing. Thinking about how it works is one thing, but actually feeling it as your hands execute the movements on an instrument is another.
I would also suggest trying to work out the chord progressions and melodies to your favorite tracks, and thinking about how they use the principles you are learning. One of the most interesting exercises for me has been to take a melody or chord sequence from a track, then change it at different points or try to develop it in a new direction, and think about why some things work and others don't.
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