This section contains study material based on my experience and preparation.
In my humble opinion, the Cambridge Tripos is the most prestigious Mathematics program. The university provides standardised sets of notes, example sheets, and exam papers. Anyone who thoroughly studies and comprehends the notes and practices the problem sheets and exam papers, will have covered fundamentals to easily pursue {Pure or Applied} Mathematics MSc and PhDs. Add a thorough study and practice of part III modules to this preparation and your are well prepared for a direct PhD. Many professors and students at Cambridge have compiled their versions of notes, further enriching the available resources. A simple internet search like Cambridge Part II General Relativity Notes will provide you module-specific notes. Nonetheless, here are some notes which I personally used at some point:
Prof. David Tong’s material and problem sheets is a combination that will get you through most of the concepts of undergraduate physics as well as many advanced graduate level concepts.
Word of caution: These modules focus heavily on core mathematical concepts such as Analysis, Group Theory, Riemannian Geometry etc. to understand the physical concepts. As Sir Roger Penrose once said One can think [Physics] in terms of Equations or in terms of Geometry. In my opinion, these notes are the majorly thinking in terms of equations. Coming from a Mathematics background, this approach has helped me a lot. It may not help you if you are someone who majorly focuses on physical idea, visuaulisation and geometry. For that I would suggest set [2].
Stanford have given us this exceptional lecture series by Prof Leonard Susskind. His approach, for me, has felt more focused on the intuitive ideas of the phenomena in order to build the required mathematical framework. There are official playlist by Stanford for each subject, such as Classical Mechanics, Special Relativity, etc.
However, a couple of people on YouTube have saved all the lectures in one place. So, for the ease of sharing, here are the said unofficial playlists of Stanford Susskind Lectures: