You could think of robotics as being broken down into 3 parts: sensing, decision making, and actuating. Open loop systems are just the "actuating" part of that picture, and it sounds like you have a good handle on that already from your work with CNC machines.
I think the next area for you to check out would be sensing. It's not as easy as it looks, and Katy Levinson will explain some of it to you: http://www.youtube.com/watch?v=gFW0schumkE
Not that you need to jump right into sophisticated sensors. Getting comfortable with sensors (and their limitations, and filtering, and combining separate sensors into a unified world view) could be as simple as using a clock and a light sensor to determine whether it is a cloudy day ouside.
The last thing to check out would be the decision making: how to use the data from the sensors to decide what to do with the actuators. There are too many possibilities to enumerate here, so it's best to come up with a project idea like "I want to dispense water into my plants when the soil gets too dry" or "I want to close my blinds at night and open them in the morning" or "I want to put a sharpie in my CNC machine and move the table to plot the signal from my phone's accelerometer in realtime".... then use that problem to teach yourself the theory.