After quite a few years studying 'data', I can confidently say that you can take the mini-courses from School of Data, then plunge into Coursera courses, then stop by your local library, if you have money throw them at cherry-picked books from Amazon.com, bribe friends from college to get you papers from science journals and at the end of this, you will still find things you won't know.

Statistics, Probability, Data Analysis, Data Mining, Decision Theory, (Digital) Signal Analysis, Machine Learning, Algorithmics, Graph Theory etc.