It is probably a good idea to have a goal in mind when learning things, but many of these are not the usual goal for the subject matter. For example, most people learn statistics to fool themselves and others. His suggested goal is better, but it is important to know that it is different, which is a detail he fails to mention. In some of these cases, if you just keep your eye on your own purpose while following usual routes, it will work, but in other cases, you should probably look for other routes.
I've just gotten to the end of Udacity's CS262 course in programming languages. It's been pretty good. Wes Weimer, the lecturer, seems to be a really cool guy. There's a quote from HPMOR in the final exam, which I thought was pretty cool.
In the last part of the last lecture, Weimer gives advice on what we should learn next. You can watch it here.
He advises that you learn the following (paraphrased):
I thought that was all really useful (except maybe the last two). I've learned up to his required level of philosophy, cognitive psychology, and religion and ethics. I'm working on the physics and gender studies.
(Incidentally, I strongly recommend Udacity for learning programming. It's really good.)