@tauon What I did was simply learn the concepts and practice them on the keyboard.
For example, after I learned what intervals are and which intervals make up major and minor keys/chords, I would try to play all the notes in the key on the keyboard without looking them up to test if I understood the concept.
Now, I'm not a music expert or anything, so take that as you will (also, if anyone else is reading my post, feel free to correct it), but I think if your goal is to make music, music theory isn't as useful as it seems. Sure, it'll be a little easier to stay in key and make chords that sound good, but when it comes to other things like "what instruments should I use" or "how do I make a melody", the way you learn those things is mostly through practice. With enough attempts, you'll eventually get something good.
I know this because I know a lot of music theory concepts and I still can't make a song that I consider good lol.
Also, I know a lot of people who know nothing about music theory and still make amazing songs.