Beyond just learning theory (although this is crucial), make sure to get your hands dirty implementing something, talking to knowledgeable people (professors, r

Beyond just learning theory (although this is crucial), make sure to get your hands dirty implementing something, talking to knowledgeable people (professors, researchers in industry, classmates with common interests), and finding out what actually gets used in practice and why. Sometimes they don't tell you these things in classes. When you are somewhat comfortable with some basic concepts, it might be interesting to form a reading group with some like-minded classmates and scrutinize some papers, from classics, to the more recent research.