Sink or Swim. I moved from England to Sweden in 1976 when I was 28 yrs old. The only Swedish words I new were, Lyckstolpe ( lamppost) and Brevladar ( Letter Box ). I started working for a small company, NOBODY spoke English. The boss spoke what can only be described as PIGEON English. I had Swedish attacking me from all compass points 8-10 hrs a day. I HATED IT. I worked with a lad from the country a place called Dalarna. It almost sounds like an Aria when they speak. I tried speaking and more often than not it came out wrong. Many a time I thought to my self I,m out of here. BUT I stuck it out. And then it happened, I went to work one day and understood everything! After about a year I could hold a conversation with anyone about anything. I spent a lot of years in Sweden and nowadays even though I don’t have a chance to use it, I still count and say tele numbers in Swedish.Sink or Swim its the Best way. So my point is, if I,m going to learn Welsh maybe I should apply for a job in a coal mine in Wales and stay underground 8 - 10 months.HAhahahahaha
Hi Thomas and welcome to the forum.
No need to move to Wales just try and replicate the Sink or Swim at home. Switch off phone and television and try and get through as many sessions as possible in a day. At first it will seem like “why am I doing this ? It’s impossible to remember this amount of information” but I think you will be amazed by how much you retain at the end of the the day . It definitely worked for me as a method when I did the 5 day intensive with Aran recently.
Good luck
Welcome Thomas, Croeso! You may have some problem finding an open working coal mine these days and even more trouble finding one where everyone, or even anyone, speaks Welsh. Sad, but true. I cannot advise much on method, but people on this Forum are very helpful, so any questions are quickly answered. @tatjana set up the 'Really useful… ’ thread full of hints and the Q function lets you search! Pob lwc! Good luck!
TL;DR
I have taken up rather a lot of screen space stretching the Swimming metaphor. Feel free to skim-read or skip if it’s too long…
I see, you mean the Deep Sea version of “Sink or Swim”. Very effective it is, for those who can handle the extreme pressure.
At the other end of the spectrum, to extend the “swimming” metaphor, we have Traditional Classes where you talk about, and read about, swimming. Sometimes, students even do swimming-like movements with their hands and feet, all on dry land.
Some “interactive” courses take us to the next level, with big friendly floats to hold onto in a shallow traning pool. Maybe good for feeling safe but …
The “sweet spot” for starting linguistic swimming, IMO, is a pool that is deep enough to stop your feet bumping along the bottom all the time, so you can feel “real swimming”, but with arm bands so you won’t actually drown. The arm bands are carefully inflated enough to prevent actual sinking, but soft enough to make you do worthwhile work getting those strokes working. This is, of course … SSiW 
Of course, as your skill develops, the arm bands get progressively softer until, at the end, their is so little air left in them that you are able to swim without arm bands at all. But this all happens in a smooth, progressive, way, in line with your developing ability.
Beyond the SSiW “Progressively Deepening Training Pool” we have , ultimately, the Sea of Wild Welsh. But for those who are not quite wanting unknown water conditions straight away, there are many “Sesiwn Sgwrs” (conversation session) meetings held regularly throughout Wales and also, in some parts of England and other countries, too. These are like swimming pools you can go to outside of “lesson time” and usually have a mixture of abilities. Some are based around traditional adult education courses, some are groups of people learning through SSiW and some are independent ventures in the communities where they are located.
Personally, after 4 months of SSiW (and whilst continuing here in parallel) I started going regularly to Monday Evening conversation sessions at the (now famous) “Saith Seren” in Wrecsam. This place is (still) a “pub”, though its purpose as “Canolfan Gymraeg Wrecsam” (Wrecsam Welsh Centre) is much more than just serving drinks. Anyway, I got (almost) all the benefits of “Sink or Swim” immersion on a timeshare basis (2 to 3 hours a week), but it certainly seemed to work like the more radical Swedish experience above, but with the ability to live “normal life” in between.
And so to the sea? Possibly literally, as the most Welsh-speaking parts of Wales tend to be in the far West (North West, West Central and South West). However far I got with my “timeshare” immersion at the Saith Seren (which I would strongly recommend to anyone else, too), I am sure I (and anyone else who can do it) will progress to yet another level after I finally move to live in Welsh-speaking Wales. But I do not expect everyone to do this, of course, we all have to find our own place in the linguistic seascape where we decide to go.
Fascinating to hear of your experience Thomas. I myself am interested in the Scandinavian languages, most recently Norwegian, which as I’m sure you know, is not a million miles from Swedish. In written form, it’s rather closer to Danish (which I’ve also had a go at), although it sounds very different. All of the Scandis, to a greater or lesser extent, seem to swallow letters in some words, so the written language isn’t always a good guide as to what to say (so the SSi method, which doesn’t use reading or writing, should be a much more effective method of getting people to speak correctly than any method based on reading).
English speakers do have a built in advantage in learning the Scandinavian languages, as a lot of words are the same or similar, and if one knows some German, that can give additional help, at least at the written level.
Although I know what you mean by “sink or swim”, I don’t think that’s an alternative name that Aran might choose for SSiW! I think it might be more like “Come on in - the water’s lovely!” 
Well fortunately, I think that a lot of the Welsh speaking areas happen to be rather lovely places, such as Aberystwyth, Caernarfon, Pen LlĹ·n, Ynys MĂ´n, Aberteifi, and of course Llandysul.
So no need to go underground!