I'm self-teaching C++ to myself and can currently use most of the standard C++ library reasonably comfortably (though not always particularly efficiently). I would like to get into doing AI and become better at using programming to solve mathematical problems.
It's really up to you what you want to learn next, you could learn more programming languages only this time it's going to be a lot easier since you already know C++, You could learn an application programming interface (API) if you're into graphics and stuff or you could learn some networking using the network Libraries, anyway it's really up to you and what you really want to do after you're done teaching yourself, keep it up.
Well there's a big difference between being able to use C++ and using C++ well. Seriously that gap can be huge. I can use the vast majority of C++ syntax but I still have a ways to go before I'd call myself a good programmer with C++. (Any language for that matter) For me how I learn is I just keep coding in C++. One thing that I haven't learnt however is templates. They look very powerful but kind of intimidating honestly.
Anyways, not about me, as it shouldn't be, you should study AI and programming in general. What kind of AI do you want to learn though? I have a book on AI for games. However AI for games can be a good deal different from general AI. AI is honestly pretty hard stuff.