Task 0 is optional. Think of it as your training wheels. When you first start learning a language, it can be difficult to know where to start. As you progress through this pathway, you should stick to three main pillars of language learning, but those tasks can be difficult to jump into if you don't know where to start. At the very beginning of your language learning journey (say the first 1-3 months) it might be most comfortable to use a more structured approach in some pre-made course.
The eventual goal is to ditch these one-size-fits-all courses and design a system specifically for you, so don't get too comfortable using your Duolingo tree every day. Task 0 is the easiest to start, but it is not as effective as the other three tasks. If you choose to practice Task 0, you should do so with the mindset that it will be very temporary.
Keep in mind, you can do all four tasks at the same time. Even before you finish Task 0, it is not a bad idea to start dabbling in Tasks 1-3.
Duolingo is an okay method to start out with, because they start you off at square one, and systematically progress through more advanced vocabulary and grammar. But most importantly, many beginners choose Duolingo because it's free. It starts off relatively fun, but gets extremely tedious very quickly. However, if you are learning French, Spanish, Italian, German, or Portuguese, their "Stories" lessons are actually a great source of comprehensible input, and are highly recommended for beginners.
I generally like Pimsleur as a place to start. Their lessons are well made, and since it is all audio, I can do it while I drive, work out, or complete other menial activities. For some languages, it can also help to hear the language spoken before you see how the words are spelled, so you don't develop bad pronunciation habits. Pimsleur can also work for intermediate learners, but I usually only recommend it for beginners. (Remember, task 0 is meant to be temporary!)
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uTalk is an app with TONS of languages offered, so if you're learning a less common language, this might be the only app out there for you. They start you off with simple vocabulary and phrases and offer a few games to help you review. This app can be a good place to start learning new vocabulary, but definitely won't take you super far down the road to fluency, so remember the rules for task 0!
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Traditional language classes can be an okay way to introduce yourself to a new language, but don't forget, that languages are not learned in the classroom. They are learned out in the real world. All your instructor can do is guide you in the right direction. You still have to put in 99% of the work in between classes.
In general, textbooks are a terrible way to learn a language. They give you very little, if any comprehensible input, no speaking practice, and the vocabulary is highly generalized (not specific to your personal needs). Memorizing grammar rules is almost universally cited by experts as one of the least effective methods for learning language. However, book learning is the method that is most familiar to most of us, because it's how they teach you in school. If reading through the first few chapters helps you feel more comfortable about starting your new language, feel free to peruse and skim. Learning the odd grammar rule here and there won't hurt you (and can even be helpful in some cases). But keep in mind, that if you are torturing yourself with grammar rules, you're dancing dangerously close to a bear trap. Don't allow a textbook to take valuable time away from the 3 main tasks of Language Learning. With that said, not all books are made equal, and I am genuinely a fan of Benny Lewis' Language Hacking series, because it offers lots of good insights about how to start speaking right away (available in French, Italian, German, and Spanish).