Get an arduino kit and learn a little electronics. The kit likely comes with a brushed motor and a servo. Learn how motors works and how to write code to make motors spin. Then get a stepper motor and an arduino-compatible motor shield or CNC shield and spend some time getting multiple motors to move. Once you understand those basics, you can hook motors together in a rigid frame and you have a robot (2 motors with wheels is mobile, 3 or 4 motors with links is an arm). The kit will also come with some simple sensors which you can use to do things like measure light and distance, which you can use to start playing with feedback control (look up Braitenberg vehicles for a project idea).
Seconding all the people who said avoid ROS - it's not worth the effort for hobby-level stuff. It's barely worth the effort for "professional" robotics.
Also don't worry about physics too much - build your physical intuition by playing with working systems of increasing complexity.
Nth-ing the ROS thing. That garbage needs to gracefully back itself into a pool of lava.
It is wild to me out the embedded engineering and robotics communities are isolated. Robotics includes mechanical engineering not part of embedded, but it seems the tools, outlook, and approaches between the two are different.
Starting, but not limited to a "T".(ROS: Robotics community; RTOS: Embedded community)
Involving anything managed by a GPOS (e.g. Linux) in robotics is something I would use with extreme caution, and for limited cases like a CV module.