Every now and then someone would reach out to me trying to figure out how to get started in UX Design and pose the very same question, "where do I start?". Honestly, there is no prescribed path to becoming one – Everyone's situation is unique; everyone has their own goals and they all come from varying backgrounds. However, at the very least, there are a few resources out there that one can take advantage of to familiarize themselves with the basics. Below is a response to one such query from an aspiring designer.

Setting Up the Foundations
Psychology plays a major role in UX Design, and I strongly feel that your background in Cognitive Science would immensely help you in your design process. However, to get a primer on the broader landscape of UX, I would recommend enrolling in the Interaction Design Course at Coursera. The course touches upon the basics of UX Design, exploring some preliminary techniques, alongside helping you setup a project towards the end of the course. Once you get familiarized with the basics, you can then deep dive into individual techniques and go on to master them. 

Essential Reads
For anyone starting in UX Design, I highly recommend reading a few books to pivot your thinking into designing with the right mindset. The Design of Everyday Things by Don Norman is a must-read and relevant for all design disciplines. Another book that I highly recommend (and one that's quite relevant to understanding Psychology's role in Design) is 100 Things Every Designer Needs to Know About People by Susan Weinschenk. She packs years of research in bite-sized practical tips and tricks that you can start using today in your designs. If you wish to explore this topic further, you can give Psychology for Designers by Joe Leech a read, but I would hold off on that one for now. Think Like a UX Researcher is another good read that helps you discover how to plan and conduct UX research, analyze data and build a career in UX.

Research Techniques
Once you are familiar with the basics, you would want to delve deeper into various research techniques and use them in your design process. While the number of these techniques is endless, the trick is to identify the right technique for the right moment. This article by Nielson Norman group provides an overview of the various Qualitative and Quantitative research techniques and helps illustrate when to use them. I have also attached a basic PDF detailing some of these techniques. Each of these techniques is pretty much a discipline in its own, and folks have literally dedicated their lives writing books and conducting research on these topics. 

You would greatly benefit from IDEO's Design Kit, which helps you learn a practical approach to solving the world's most difficult problems. Their methods page provides some helpful advice on using the above research techniques in practice such as framing your problemgetting to the root of the probleminterviewing users and more. Also check out this article by Atlassian Design on Problem Framing (this is primarily for teams but the concepts are pretty much the same). If you are really keen on building up your interviewing skills, Interviewing Users by Steve Portigal provides invaluable interviewing techniques and tools that enable you to conduct informative interviews with users and generate insights. The questions for these interviews would vary depending upon the context and the problem set you wish to explore, but as an example, I have put together a set of some basic questions at UX Worksheets. Bear in mind that this isn't an exhaustive list, but enough to get you started and will help you generate additional questions.

You might also want to check out Y Combinator's Request for Startups list which lists down some potential ideas to explore. Some of the ideas listed there are very broad in terms of context and the level of effort involved. You might as well start off with smaller projects like improving a service or redesigning a website/application. 

Understanding of Platforms
Following are some visual design resources that would help you build better designs for your projects. You don't have to memorize all the specifics and values. Just go through the guidelines; they would help you inform any design limitations/capabilities while designing for various platforms. 

iOS Human Interface Guidlines
These are guidelines provided by Apple while designing for iOS devices, like iPhone etc.
https://developer.apple.com/design/human-interface-guidelines/ios/overview/themes/

Material Design Guidelines (Android)
Similar to iOS, these are guidelines provided by Google for Android devices.
https://material.io/design

Common UI Patterns
For web, you would want to explore grid systems, responsive design, alongside other foundational elements like use of typography and color. It's also worthwhile exploring some commonly used UI patterns to solve design problems and build your flows. There are websites for inspiration that curate such patterns for inspiration such as http://ui-patterns.com/patterns and https://collectui.com. For instance, if you wish to redesign a Sign Up flow, you can look at some inspiration here on how others have been tackling this. Having said that, while all of this is good for inspiration, at the end of the day, you have to design what works for your users, so take this with a pinch of salt.

I know this is a lot, but take it step by step – it would all come together and pay off in the longer run. The good thing is, there are tons of resources out there, and you, combined with your Psychology background, are in a perfect position to embark on this journey.

Excited to see how you progress, and feel free to reach out whenever you feel stuck, or require some feedback and a second opinion on things. 
Cheers!