Pick up one of those thick as hell college calculus textbook. Read through pre-cal to single variable integral calculus. Jump to ODE, read through all the techniques to solve ODE up to 2nd order. Also pick up basic concepts on matrix and its manipulation. (Find an intro book to linear algebra if your book doesn't have it, a usual choice is one from Serge Lang.) Finish all the exercises. You are now in a good position to learn classical mechanics.
Pick up "An Introduction to Mechanics" by Kleppner and Kolenkow, coupled with a text on analytical mechanics (Marion & Thornton, Fowles etc.). You want the former for Newtonian Physics, latter for an intro to Lagrangian & Hamiltonian formalisms. Meanwhile, keep slogging through your calculus textbook up to multivariable calculus and basic field theory. After finishing all these, you can now start doing electromagnetism.
This will probably be the first truly challenging block you have to go through. Pick up the famous "Introduction to Electrodynamics" by Griffiths, work through the book and finish all exercises. The last chapter will give you a fairly good intro to special relativity.
From then on, anything you learn will be considered "modern physics", in the sense that majority of them are discovered during the mid 19th century to early 20th century. If you want to go higher, you will need to pick up some engineering maths (assuming you aren't a math person). Pick up "Mathematical Methods in the Physical Sciences" by Boas. Read through the chapters on linear algebra, and some basic notions about complex functions. Finish all exercises. You're now good to go with quantum mechanics.
Pick up "Introduction to Quantum Mechanics" by again, Griffiths. This will take you through the basics up to perturbation theory.
At this point, I would suggest picking up some basic statistics for statistical mechanics, but it's optional since most stat mech text usually includes statistics on a need-to-know basis. A good start will be "Introduction to Thermal Physics" by Schroeder. If you also want to pick up general relativity, read through the chapter on tensor calculus in Boas to get yourself prepared, then go through a ug level intro book. "Differential Geometry and Relativity Theory" by Faber is a decent choice.
For anything beyond, you'll really need to pick up maths properly, and I mean actually learn about maths rather than this robotic application level maths, but I think the above is more than enough if you simply want to know something about modern physics.
