Some useful links/resources we've found. This is a contributable list, why not submit a pull request?
Edinburgh Centre for Robotics - A joint initiative between the University of Edinburgh and Heriot Watt. Offers PhD training programme.
Arduino - The site for Arduino, a series of boards that are very accessible to people unfamiliar with embedded programming.
Raspberry Pi - Raspberry Pi is a cheap linux computer with GPIO pins that you can use to interact with other electronics. Another good way for someone new to get into embedded.
Embedded.com - A site with a lot of articles about various topics within embedded development.
Getting started with C/C++ on the Micro:bit - A good resource with information on writing low level code on the Micro:bit.
BeagleBone - A Raspberry Pi like board.
hobbyprojects.com - A site with lots of electronics resources and projects.
Designing 3D models for 3D printing
If you've not used 3D printers before, let me tell you, they are really cool - they are desktop sized machines that allow you to make plastic things precisely and repeatedly. Anything from a cup holder for your bike to a whole robot (minus the electronics and motors, you need to add those yourself).
Here's a basic explanation of how it works
A lot of the work that goes into 3D printing can actually be done without having physical access to one.
Before you print anything, you need to make a file that will tell the printer what to make. Fusion 360 is a Computer Aided Design (CAD) thats free for students and hobbyists. After registering, you can install it on Mac and Windows. Fusion 360 is very popular on the internet with the 3D printing crowd and there are many tutorials on it. Here is one I found quite good for a total beginner. 3D Model a Makercoin in Fusion 360! 2019 Updated Tutorial
Don't have any ideas on what to make? DOESN'T MATTER - There's this website: thingiverse.com - it has so many weird and wonderful things on it that I am sure something will catch your attention, to which you might want to make your own modifications, or inspire you to design something similar
If you then want to make your design, the university's 'uCreate studio' maker space gives you self service access to 3D printers and other interesting machines for FREE. (When it reopens,) the staff is very begginer friendly and offers training on all the kit.
Raspberry Pi Command Line (Linux shell)
The command line on a Raspberry Pi is a very useful tool in electronics projects, allowing you to remotely run scripts and transfer files - essential for building any raspberry pi based robot or system. Its not as intuitive as clicking buttons with a mouse and can be scary at the beginning, but once you get to grips with it, it can be much faster and more powerful than any user interface. This skill is also very transferrable, as Linux power a lot of devices in the world - your android phone, the computer that served you this webpage, your internet router, Apple Macs (Unix, not Linux, but very similar). The terminal is sometimes just takes more poking to get to in some of these devices (e.g. rooting your phone).
Good news is you do not actually need a Raspberry Pi to practice this very useful skill - you can connect to machines already running Linux (the same operating system as the Pi) over the internet. Linux can be also be installed on your machine if you have a spare ~20GB of space.
An introduction explanation + Installing linux on your own machine (without having to do anything to your current Windows/Mac install) Introduction to Linux - Installation and the Terminal
Another tutorial, this time on a real raspberry pi Raspberry Pi - Getting Started with Terminal
Connecting to a Linux machine over the internet
Mac and Linux have SSH (the program for connecting to other Linux machines over the internet) installed already. For windows, you connect in a different way, see this SSH Connections Using PuTTY on Windows
Bandit Wargames Walkthrough (overthewire.org) | Level0 - Level23 The first 5 minutes of the video is the most relevant, it shows how to connect to a machine. If you want a challenge you can continue with the tutorial after this, and I applaud you. Warning: It ramps up in difficulty very fast, Don't feel bad if you get stuck on the early levels. Googling will be required, there are countless forums of people having the same problems as you, and online communities mentioned in the video to get help.
I always struggle with the first stage of the projects, which is coming up with an ideas of what to make. Luckily, there are many electronics youtube channels out there that will walk you through making anything from an E-reader to an RC plane. They have videos on full projects, as well as introduction videos for beginners on specific parts, like breadboarding. Here are some of my favourites:
Electronoobs - videos on arduino programming and PCB design
How To Mechatronics - videos on arduino based RC models and robots
GreatScott - builds and explains electronics projects
Andreas Spiess - does videos on building internet connected gadgets and Raspberry Pi based home automation
There's also instructables.com, which has project guides on building electronics, as well as all kinds of things.
Buying Components for electronics projects
If you want to go ahead with some interesting project idea, might need some specific parts for it. Arduinos and Raspberry Pis are cool, but don't do much on their own. Luckily, there are countless 'modules' you can buy fot detecting things or make things move. A lot of components that can be found on websites like Adafruit, Sparkfun, etc. with guides and code for working with them. They can usually also be bought on Ebay or AliExpress for much cheaper. These are clones, but work just as well as the official ones in most cases. Since most of us are on a budget, they are sometimes the better option.
Adafruit Industries - good quality arduino modules
SparkFun Electronics - good quality arduino modules
HobbyKing - Parts and kits for rc models and robots (servos, rechargable batteries)
RS Components - For lower level components (resistors/chips/cables/connectors)
How to use the search on RS components: EEVblog #1180 - Component Parametric Search Tutorial
Soldering for electronics projects
Some modules need pins soldered so you can use them in a breadboard. A quick video on how it works: Collin's Lab: Soldering
Its quite cheap to set up soldering in your house, there's a number of facilities available to students (at least when they reopen again)
Edinburgh Hacklab - (not part of university) open every Tuesday 7-12pm for people to use their wide range of tools for free without having to sign any health and safety forms (like with university facilities)
Electronics lab in TLA, Fleeming Jenkin Building, Kings Building's campus. (I don't think you need to be an engineering student to use them)
If you have card access to Appleton tower, Garry Ellard firstname.lastname@example.org can help you with getting access to the hardware lab on the 3rd floor.
uCreate Studio is currently thinking about adding soldering. Might be available next year.