Shares are a good place to begin. There are many overlapping concepts and theories between these instruments. Once you get a firm grasp of shares, then expand into other financial territory. A good place to start for basic information is wikipedia.

Set up an online share trading account with a discount broker first. It’s free (unless you place a buy/sell order obviously), and it gives you access to company announcements, historical price charts, valuation multiples.. amongst other useful information. You need to keep up to date with the financial news and know what’s happening in the global markets to make informed decisions. Depending on what country you’re in you can google up a list of online brokers. If there’s something on there you don’t understand (beta, PE, PB, EBITDA, ROE…), look it up. Practice is the best way to go about it.

There are also free practice trading accounts available online. It’s like a replica of the stock markets, but without playing with real money. So there’s nothing to lose.

That’s more than enough to keep you occupied for the moment. When you’ve done that, come back and I’ll explain more ;p

But other than shares, the average investor doesn’t need the rest of the things you mentioned. They are just too complicated & dangerous for the average investor. 75% of the people that actively trade the market lose money. By the time taxes & trading costs are included, that figure rises to 90%.

Build yourself a diversifed portfolio using mutual funds & let the market take you higher. The rest of the things you cited: commodities, options, emini’s, forex, make your broker money, and NOT YOU.

Hope this helps?