Putting to practice what you've learned from a book or online lesson is a great way to reinforce and add application to the knowledge you've gained. But do a project is incredibly unhelpful advice. In fact, it only creates more questions.
What project? What kind of project? How big of a project? What should it do? What should it try to accomplish? What do I want it to teach me? Should it be something worth putting in my portfolio? How much time should it take me? With all these questions, the project has now become another obstacle to your learning success instead of an aid.