You can start simple. Read Basic Mathematics by Serge Lang and do all exercises. Solutions are included. That book basically covers all mathematics up to junior high in a rigorous but approachable fashion. Serge Lang was a great mathematician. Then you move to logic, calculus, linear algebra and probability. Afterwards, focus on more specific areas that interest you.

Springer Undergraduate Texts in Mathematics and Dover have lots of elegant and concise textbooks that can help you. At the beginning, the key is to move slowly and build some solid foundations.