Pure Data

I think a lot of the more interesting exploration can be done via connecting PD with either a MIDI controller, or another software that produces MIDI output more efficiently than PD itself. Like a DAW, for example. That way you can leave all the sequencing or playing side of things to something else, and the processing and sound design to puredata. So be sure to check and understand the MIDI and OSC protocol for control. It's pretty simple fortunately.

Other than that, I think just familiarising yourself with concepts such as sample rate, buffer size and bit depth will make everything easier.

For example, understanding that audio is nothing more than a sequence of numbers that get distributed into buffers makes everything audio processing quite simpler to grasp. It's also convenient to know that these audio samples will have a minimal value of 0 and a maximum value of 1, that way you can adequately scale them to control the volume.

I would also suggest studying the overall anatomy of a signal. Like understanding what the frequency, amplitude and phase of a signal is and how changing it can change it's sound.

Other important terms:

LFO, ADSR, Modulation, Filter and Compressor. That's like a starter pack and general overview for a DSP begginer. Hope it helps!