I would also recommend the Coursera course on Machine Learning by Andrew Ng and Probabilistic Graphical Models by Daphne Koller. I would also go over some basic

I would also recommend the Coursera course on Machine Learning by Andrew Ng and Probabilistic Graphical Models by Daphne Koller. I would also go over some basics probability and statistics review. Maybe some linear algebra too. Python is a great language to do data analysis in. I recommend the scikit-learn and pandas packages and using ipython notebooks. Another book is the Elements of Statistical Learning (http://www-stat.stanford.edu/~tibs/ElemStatLearn/ http://www-stat.stanford.edu/~tibs/ElemStatLearn/). There are also Kaggle contests for testing your chops.