If you want to learn GR just read A First Course in General Relativity by Schutz. If you have linear algebra and calculus you'll be able to learn a lot. It develops a lot of basic differential geometry in a natural way. The first few chapters are surprisingly difficult. D'Inverno and Sean Carroll's notes on GR are useful supplements.
For undergrad quantum mechanics I really don't have a good recommendation. Some standard introductory books are Townsend, Griffiths, and Shankar.
Afterwards I recommend learning some math.
Hoffman and Kunze or Axler for linear algebra.
Artin, Vinberg, or Lang for abstract algebra.
Munkres, Mendelson, Gamelin and Greene, or Willard for topology, they're all good.
Spivak's Calculus on Manifolds or Do Carmo's Differential Forms and Applications for multivariable calculus. Sorry but they're both terse.
Marsden for basic complex analysis. Conway, Ahlfors, Stein and Shakarchi, Narasimhan for more advanced stuff.
Rosenlicht or Rudin's Principles of Mathematical Analysis for real analysis. Rudin's Real and Complex Analysis, Folland, or Royden are good picks for advanced real analysis.
O'Neill's Elementary Differential Geometry and Hick's Notes on Differential Geometry. There are many more but I like these two. After this you should tackle Wald's General Relativity.
Jordan's Linear Operators for Quantum Mechanics is very good for what it says it's for. Use this along with some graduate quantum mechanics books like Sakurai.
Once you start learning rigorous math you'll hit a stumbling block but try and work your way through it. If you need to read some books on proving things like Chartrand's Mathematical Proofs or Velleman's how to prove it. Remember that unlike most other subjects once you get a handle on math it'll usually stick with you and change your thought process, but only if you actually do problems yourself.