And there are also some Arduino Simulators, I like to recommend Wokwi where you can test your sketches quickly and you can even use certain (virtual) components before you decide to buy them:
Set yourself a task, such as switching an LED on when a button is pressed. Then look at the examples in the IDE that sound similar and work out what they do and how they do it.
Having an objective in mind - like a simple project - is by far the best way to learn. Easier than following an abstract set of lessons.
You can buy an Elegoo starter kit for Arduino. The kit includes an Arduino mega and a bunch of sensors. There is a CD in the kit. You can learn by yourself seeing the CD.
I've just completed a course on the Arduino IoT Dashboard with Arduino which I found very useful and learned a ton from it.
It's not free, but it's it regularly available below 20$ (just visit the site every other day, it comes on special regularly). Hope it helps