My suggestion: buy a 4-6-8 year out of date Scott Classic Specialized (worldwide to 1940) to get oriented. It won't cost you much.
ebay usually has a copy or two of varying antiquity on offer.
Catalogue values for the stamps will be out of date (but not all that much). Use the internet resources (Stampworld.com) for modern worldwide "catalogue" for a while. Getting the 1840-1940 Classic volume will give you all the standard countries, history, distinctives--back when countries' stamps were, at least somewhat, distinctive. Since 1970 or so the flood of new issues of has led to a kind of homogenization--dozens of countries issue similar series of famous paintings or cartoon characters and flora and fauna. Get oriented to the "roots" of 175 years of stamp issuing and then you'll have something to compare to the mindless flood of the last 40 years. You may end up deciding to collect certain countries or topicals in the vast modern era, which is fine. But you'll have a background, a canvas, on which to array whatever you end up focusing on.
Or if you are sure you want to collect some or all of the period from 1940 to the present, then buy one or two volumes out of the six volumes of the Scott Standard Catalogue, again, five or more years out of date.
ebay will have a variety on offer. For your purposes, you could go 10 years back and still not really create problems for yourself. Even buying all six out of date (if you go back ten years) will only add up to what you'd have spent on one or two of the six brand new (Shipping costs could be a problem if buying from six different sellers, so see if you can't cluster your purchases, if you decide to go for all six.)
Then, read the kiloware forum here, get yourself oriented to kiloware, and buy a few pounds of good kiloware and just plunge in. Between the kiloware and 10-year old catalogues you'll do just fine for a year or so.
The kiloware will be mostly post 1940, of course. But choose your kiloware carefully and it will have at least some before 1940. In sorting the old from the newer and using the Scott Classic Specialized for the older ones (you'll have all the countries in one catalogue, much easier), you won't be able to resist rough-sorting the others into countries or themes, etc. Use Stampworld.com for the newer ones and by then you'll know whether you want to buy a 10-year-old vol. 1 or 4 or 6 or all six of the Standard set.
And the anxiety over what to specialize in will disappear before you even notice that it's gone. You'll be guaranteed to find some aspect or area that you like more than others. But there's no real way to learn that in the abstract. Just plunge in.