How to start studying dinosaurs and pre-historic mammals/sea creatures

Here's what it takes to really study this: you need to go through the whole bachelor program for geoscientists, that includes fundamental geodynamics like plate tectonics, magmatism, volcanism, volcanic and metamorphic rocks and generally the cycles that make up earth's internal dynamics.

Then there is the huge field of external factors, like sediment geology (that's really complicated stuff), weathering and transport and how soils come to being, diagenesis and the structures sediments can form and their classifications. Role of the ocean (that's where it starts, before all) and the atmosphere, of course.

When through that, usually 4 semesters or so, you can start to specialize. For paleontolgy you need knowledge of earth history, of course, it's subdivision, and the conditions at certain times as far as they are known. Once that's done, then comes real paleontology: Animals (invertebrates and vertebrates), plants, and their development, biological evolution (that's frequently underrated, I find), taphonomy, ... For a sturdy base count another 2-4 semesters.

You may see that even a bunch of websites, maybe all of them together, cannot replace actual study. I am not aware of any site that even gives a reasonable overview of the field. Geoscience, and thus paleontology, touch many fields of natural science.

That said, when asked "How to learn about animal paleontology ?" I allways mention Micheal Benton, Vertebrate Paleontology. It needs a basic understanding of geoscience, evolution and skeleton anatomy. Functional morphology, phylogeny and an overview over sediment geology and earth history also won't harm, but you could give it a try. Some things are explained in between.

I'd recommend to at least get a good introduction and overview into geology, in form of one or two books on the matter. Maybe a colleague knows other good books on the subject. Actually, I'd like to update my bookshelf myself :-)

Also, Museums of Natural History have publications that could interest you, but best would probably to sacrifice some time, visit them and then browse their book shops. Depending on your time and where you are.