There are steps that we think are wise to take:
- Step 1: Learn Math (incl. Lineal ALgebra), Inferential Statistics, and basic of Programming (Python).
- Step 2: Take some beginner classes, e.g. try out Ng’s Machine Learning on Coursera.
- Step 3: Find some problem/projects to play with. Kaggle has tons of such tasks. We do too.
Iterate the above 3 steps until you become bored. From time to time you can share what you learn :)