I first found out about Martin Shkreli through the YouTube recommended videos section.
I randomly decided to check out one of his lectures on Finance.
I was fascinated by two things:
Firstly, how he made something that seemed boring and mechanical so engaging and interesting.
Secondly, he kept stressing the importance of autodidactism.
I think when I was watching these videos it was revision season before the exam period at university, but I was hooked, and spent most of the time when I should have been revising watching those lectures.
You can check out the full series of lectures on YouTube by clicking here.
Here's a list of timestamped points in Martin's livestreams and lectures where he talks about his approach to learning various subjects. This is based on a comment thread on reddit here.
"Pharma I learned on the fly" (goes on to say the internet was his main source but also used books and learned some in school)