Typically I like to start with the official docs for whatever I'm trying to learn. I like having everything in text so I can scan more quickly and jump around/search for whatever I'm trying to find. I think for this reason I've never had much success trying to learn from videos/screencasts. Official docs are usually the most up-to-date resource available which is certainly a positive.
For something fairly well established/stable I think books can be good, but it's hard to recommend them for a newer or quickly changing technology.
Online courses can be good but I think it depends on the format and quality can vary wildly. I think getting recommendations from a community (such as dev.to or a programming subreddit) is a good way to filter for quality options.
By official docs you mean tutorials made by the same team or the actual manual? Because the latter one is a bit hard to follow when you are not familiar with the subject.
Ideally, something like the Vue.js guide or Kotlin Reference.
I know you mentioned you're trying to learn R, I looked up their official docs and they look dense to say the least. The quality of these type of documents certainly varies a lot depending on the project.
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