In my opinion the best way to get started is first study statistical inference and modelling, in particular linear regression and the method of maximum likelih

In my opinion the best way to get started is first study statistical inference and modelling, in particular linear regression and the method of maximum likelihood. This will give you a critical eye later on for discerning when it's a good idea to actually use ML and when it's not (an important skill that apparently is in very short supply these days ;).