Also decide what medium you want to use. Op amps are extremely easy, they are the logic gates of analog, while transistors are very old school and a bit harder to understand. You have to learn both eventually.
Another idea is something like electronic dice or flashers, both using regular digital gates.
Pick up a few of Forrest Mims III Mini-Notebooks.
His website: http://www.forrestmims.com/
The mini-notebooks: http://www.forrestmims.com/engineers_mini_notebook.html
Volume IV has lots of information all in one place; makes for a very handy and compact reference.
Volume I is jam-packed with fun (and useful) circuits for you to build and try out.