Comment by Koshkin

This may seem somewhat unorthodox, but what I would strongly recommend is to start not by reading books on physics or math but read some books on history of physics (and math) first. This will give you some intangible basic knowledge, or a sense, of what scientific research is all about, so that many things that otherwise may end up being puzzling to you when you come to learn the "hard science", won't. One recommendation I can make is Rhodes' The Making of the Atomic Bomb.