Learning many Dharma doors, methods of learning and practice, is where most people start. This is understandable because when we are unfamiliar and do not know the right order to do something, we start with the most obvious. For many people that's the Internet and bookstores. If there is a local practice center, then people might also go there to see where to start.
But as my teacher, Ven. Master Chin Kung, says, starting with the third vow is like trying to build the second floor of a building without having first constructed the foundation and the first floor.
We undertake the third vow of mastering all the teachings once we have vowed to help all beings and have striven to end our afflictions. Accomplishing this, we will have a clear mind and be able to learn different methods without becoming confused or attached.