As far as I'm concerned, the trp sidebar doesn't have any outlined programs or anything like that in terms of learning the cold approach and beginner game in general. (if they do, point it out please).

But there are so many respectable options. A lot of people on here are fans of the Good looking Loser, Real social dynamics, and I personally like Project Go's stuff, although i've never heard it mentioned on trp. And then there are also highly recommended books like Models, and RooshV's stuff.

How would you guys go about starting to learn the art of the cold approach?

This is how I'm thinking about approaching it:

Good looking loser's approach anxiety program - https://www.youtube.com/watch?v=h6AQG_cQqxQ

Whilst simultaneously reading models.

Would this be optimal for a beginner to cold approach?