I have asked this considering the importance of Pali in Buddhism.
I want to learn Pali. I want to learn it individually on my own.
Is there any relatively simple way?
Can anyone suggest me anything?
Any free learning sites will be appreciated.
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(Bear in mind, I don't have mastery over the language but I've been swimming in it continuously for the last two years. The following advice is based on this experience.)
There is a whole list of books about learning Pāḷi. Some of them you can find here. I suggest applying the grammar that you learn from them, in Yuttadhammo's Digital Pali Reader (DPR) which will help you learn the vocabulary. DPR has an easy-to-use interface, dictionaries & various helpful tools including one of the grammar books mentioned in the first link.
I hope this information will be useful. Good luck.
Partiyatti Learning Center offers two free online Pāli courses.
Pali Online School at the Oxford Centre for Buddhist Studies is a very intensive 3-week online Pāli course, that involves live instruction by prof. Richard Gombrich, a well-known scholar of Theravāda. The aim is to enable students to read original canonical texts in Pāli, with the aid of dictionares and grammars. The course is expensive, but I've taken it and can wholeheartedly recommend it. I doubt there is any other way to learn a good deal of Pāli in such a short time.
Pali-English Dictionary (PED) by Rhys Davids and Stede is the most comprehensive fully published Pāli dictionary available to date. It is freely available online, but the search interface has some strange bugs (the anusvara needs to be typed as ŋ instead of the standard ṃ, and the first letter of a headword must be written in uppercase if it contains a diacritic, e.g. Āsana instead of āsana). http://dsal.uchicago.edu/dictionaries/pali/
Several Pāli dictionaries, including the PED (though not all the entries), are available here. The search interface is much more user-friendly, but lacks more advanced features of the aforementioned one (it's not possible to search for words in definitions, words that start/end/contain a particular character sequence, etc.). https://palidictionary.appspot.com/
Dictionary of Pali by Margaret Cone is an improvement over the PED, with more usage examples, but only volumes I (A-Kh) and II (G-N) have been published (note the different alphabetical order in Pāli).
An Introduction to Pali by A.K. Warder
If you follow a tradition that involves chanting in Pāli (by the teacher and/or by the students), it may be useful to take a look at the chanted texts and their translation. In such case you are already familiar with the pronunciation and rhythm of the text, so learning should be much easier. For example, this book may be useful for people who follow S.N. Goenka's tradition:
Here is a nice set of well-known Pāli chants on YouTube, with their transcription and translation into English. It's a good starting point for learning Pāli pronunciation.
The techniques for learning Pali are much the same for learning any language.
Something unusual about Pali as a language of Buddhism is that the language is a little different from country to country, especially with respect to pronunciation.
Flash cards, although sometimes boring, are the most effective way to learn enough words in a language to become proficient in it.
Because people don't like flash cards, there are a million and one other techniques for learning a language, this is a website with lots of people with good advice.
It would be better to enroll yourself and learn Pali from any university or institute but if you feel that you can manage to do it on your own then you'll have to depend on reading and understanding books etc.. Apart from that you'll need to be in contact with a Pali teacher who may guide you step by step, which will be fruitful.