Learning Two Languages At Once and Self Study

Has anyone learned two languages at once? How was that experience? I'm currently taking Sanskrit at my uni, but I also want to learn Japanese by self study. They're not related; therefore I won't be concerned about confusing the two. I'm ready to dedicate my time to both languages.
On to self study. For monetary and schedule reasons, I'm attempting to teach myself Japanese. Has anyone taught themselves a language? How did it go?
My plan and resources for Japanese is:
  • Working with a textbook
  • Constantly listening to Japanese media
  • Possibly finding a local language partner
  • Get a Japanese penpal
  • Constant self testing
That is my plan so far.