Speaking from my own personal experience with Lua (and programming as a whole), experimenting is key!
Surely, you'll find the
Lua's reference manual, and x number of tutorials useful, however there's only so much watching tutorials and reading concepts will do without proper practice.
It also goes without saying but for SRB2 specifically, the
wiki will prove to be an invaluable resource for whatever you end up brewing in your mind.
Things will most likely not go your way the first time you do things, don't be discouraged by it. That's part of the learning experience, persevere and try again, and again, until you find a solution that works. Explore different concepts, write many pieces of code, for SRB2 and otherwise! The more practice you do, the better you'll get along the way.
It's not meant to be a solo endeavor though! If you feel like you've hit a brick wall, don't be afraid to reach out to more experienced people, or ask around in forums.
Be daring, be creative, and don't let the slips and falls along the way keep you down.