How should I progress to be most beneficial to my learning.
Do you want to get better at game programming? Understanding how to store maps, items, player saves; working with collision and basic physics; organizing multiple screens and game states; writing AI, pathfinding, and so forth; creating a fun user-computer interaction; using easing and other math concepts to create smoother and more polished gameplay/UIs; etc.
Or do you want to get better at graphics programming? Understanding how the graphics pipeline works under the hood; understanding how to render millions of particles even if you'll never design such a complex game; understanding how to program shaders to create impressive optimizations and visual effects; creating your own "rendering engine" per se, rather than a game engine; etc.
If the latter, you should continue with LWJGL, OpenGL and GLSL -- see here
. Another great series here
. LibGDX or lwjgl-basics will be useful to get you started, and once you are more comfortable with basic OpenGL/GLSL concepts, you can try writing your own 2D shader-based sprite batcher.
If you aren't concerned so much with "under the hood" graphics programming, I'd suggest LibGDX or something even higher level, like Unity3D.
Either way, write simple games and demos before you try anything complex. e.g. Take Pong or Snake and change it to make it more challenging -- see what kind of advanced game and/or graphics programming concepts you can introduce into such a simple game.