How to start learning theory? (1850 Elo) I have been playing online chess (lichess.org) for three years at the rate of a few hours a week and I recently reached the score of 1850 Elo points in bullet mode.

So I want to take more seriously chess and in particular to learn the theory.
To tell you the truth, I've never done any tactical exercises, I don't know any openings or complex finals.

How do I go about it? I am not at all afraid to use books.
Learning theory involves some memorization of moves, but it's also important to understand the core ideas behind the moves. With these ideas, you can figure out what to play in novel situations not covered by the theory you've studied (or if you end up in a position that you forget).

There are different ways to study using an opening book. If you have a program like Chessbase, you could input the moves given, and also annotate in what you think the main ideas are. A good chess book will also take the time to explicitly explain the main ideas; some don't, which will require you to think on your own why a move was given. If you don't have Chessbase, I suppose you could go through the moves on an actual board, and jot down your notes somewhere (like in Word or a notepad).

If you're trying to get better at a new opening though, I'd suggest playing something longer than bullet - try at least 5 0. You want time to think about the position and apply the ideas (and moves) you've learned.