There is no better way to learn coding and robotics than building and programming your own. CHAMP is an open source development platform for building quadrupedal robots. These robots are fully autonomous and can move in every direction with agility.
To build these robots, you are going to need digital servos, brushless motors, LiDAR, a BNO080 IMU, and a few other parts. Robot simulation can be done in Gazebo.