There are a lot of Situations where more Theory is not only useless but harmful. I know people that are in their master and still haven’t done a single analysis. I recommend to read George Leonards Mastery on this.
Sign up to datacamp.com if you haven’t already. The Price is worth it (no, I get no money from these guys). This is a Investment. Learn every day.
Sign up to kaggle.com. This is a Community for Data Scientists. Tackle a project and meet some battle buddies.
Learn statistics. You can be a script kiddie at the beginning to get the work done. But if you learn the models you can invent even better models.
Publish your work ASAP! Even if you are in your first Semester of University or still in school. Define a Research Question, grab a free dataset and craft a report. If you don’t know what you can do let me propose that it can be a topic like Soccer, Leauge of Legends or whatever you like.
Write something that someone would like to read. In other words: Provide Value.
Comment everything in your code. The other programmer that’ll read your script is at least the future you.
Always. Read. The. Documentation.
You can always buy books from O’ Reilly. They are great. If you don’t believe me, then check out this free R-Cookbook.