Well what side do you like studying most? I liked the Axis and more specifically the Germans so I started from there and narrowed it down further by finding a reenacting unit that appealed to me. With that I ended up portraying Waffen SS. As I continue to flesh out this impression I'm already thinking about starting up another one to give myself a wider range of opportunities to study history in the field.
So if you enjoy watching documentaries or reading about the Allied side start there and decide which country/branch you want to really get down in the weeds with. It's a great way to get perspective on how it felt and to turn your hobby into an outdoor activity.
Also if there are any reenactments in your area I'd suggest checking them out and talking to various units.