Should I study grammar before speaking?

Grammar is best learned as an explanation for patterns you already say, not as a prerequisite for saying anything.

No. Grammar explains patterns; it does not install them.

Patterns first, labels later

Learn the sentence "se me olvidó" as a thing you say. Later, when someone tells you it is a reflexive construction, the label lands on something you already own. Doing it in the other order gives you a label attached to nothing.

Where grammar does help

When you keep making the same mistake, a five-minute explanation can fix it permanently. Use grammar as a debugger, not as a curriculum.