For example, I’m doing the applied visual design section and it just talked about color theory and this is a pretty complex subject. I was wondering if it’s important for me to study this concept deeper before moving forward to other lessons or if there is a more appropriate time in the future?
I would say no. Just keep moving forward. If you get bogged down trying to get everything “perfect”, you will end up paralyzed. Keep moving forward. If you want to take short little side trips to investigate things a little, that’s cool, but keep moving forward. There are sooooo many things to learn that no one can learn them all to completion. Just keep moving forward and you can worry about filling holes after you know the landscape better.
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If something sparks your interest or you want to dig into it more, then I definitely encourage you to pursue that curiosity!
You shouldn’t feel like you have to go make yourself an expert on everything that gets mentioned though.
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This advice has helped me move forward every time I get stuck 
Thanks a lot guys. I feel relieved. I was feeling pressured to kind of become an expert at everything. I guess I was just overthinking.