how to start studying theoretical physics on your own as i want to do resarch in that field?

The first thing you need to do is an honest self
evaluation of your math skills. Theoretical physics, like all physics, depends very
heavily on mathematics. There is a big difference between being able to
do the math and being able to understand the
math, as well - if you don't really understand it, that will block your physics progress
before you get too far. So sign up for all the math classes you can, at least up through
calculus.

You can read on your own, but a great deal of
most theoretical physicist's work is done in conjunction with a team of others; it's
generally agreed that discussion is essential to this field. Even if you are working
alone, you would benefit from virtual discussions with
others.

Check out the links below - the first two will help
you gain a better perspective on the math background needed, and also will help you find
tutorials and reviews. The third link will take you to a discussion forum where you will
find a place to communicate on line with others who are studying theoretical physics.
Good luck, and stick to it - it's a vast, fascinating field of study, and there is still
a lot of work to be done.