While mastery of neuroanatomy is important for the investigation of the brain, there is an increasing interest in exploring the neural pathways to better understand the roles of neural circuitry in brain functions. To tackle the limitations of traditional 2D-display-based neuronavigation software in intuitively visualizing complex 3D anatomies, several virtual reality (VR) and augmented reality (AR) solutions have been proposed to facilitate neuroanatomical education. However, with the increasing knowledge on brain connectivity and the functioning of the sub-systems, there is still a lack of similar software solutions for the education and exploration of these topics, which demand more elaborate visualization and interaction strategies. To address this gap, we designed the immerSive custOmizable Neuro learnIng plAform (SONIA), a novel user-friendly VR software system with a multi-scale interaction paradigm that allows flexible customization of learning materials. With both quantitative and qualitative evaluations through user studies, the proposed system is shown to have high usability, attractive visual design, and good educational value. As the first immersive system that integrates customizable design and detailed narratives of the brain sub-systems for the education of neuroanatomy and brain connectivity, SONIA showcases new potential directions and provides valuable insights regarding medical learning and exploration in VR.