Whats the most practical investment vehicle for personal retail investor to master in and how to get started?

Options on stocks. Flexible instrument to learn. It's like becoming the insurer in the stock market and collecting money from everyone out there. "Claims" can be fixed and you can even profit from it.

If you own stocks in the US, you can use options to collect premium on top of the regular dividends.

Options can also be used as a hedge for your stock holdings, or used to short a counter.

Won't need a lot to start, about $2k USD, and cashflow is collected immediately when you open a selling position. Time horizon can be short, as option contracts can expire on weekly, monthly, quarterly or annual periods.