I keep talking about these to people and ranting about how this is the best way to learn and intuitively understand certain things, so if you ended up on this page it's probably because I gave you this one link for the sake of efficiency. Have at it! These are all worth digging into.

Collections:

Explorable Explanations
a hub for learning through play

https://ncase.me/

http://tobyschachman.com/

https://bost.ocks.org/mike/

Bret Victor, beast of burden
Bret Victor has been provided by the management for your protection.

Math:

Red Blob Games
Interactive tutorials for math and algorithms

http://setosa.io/

https://betterexplained.com/

http://polytrope.com/

https://jackschaedler.github.io/

http://joshuahhh.com/

Tools:

The magic notebook for exploring data / Observable
Discover insights faster and collaborate seamlessly with interactive Observable notebooks built for data analysis, visualization, and exploration.

Theory:

https://andymatuschak.org/

https://hamishtodd1.github.io/