Give it more than a week. I didn't realize the significance and implications of lots of really cool ideas in statistical learning for months after I started. It probably won't click right away, but check out scikit-learn for Python if you want a good way to dive into data with great resources.
I'll definitely continue on after next week. It's just meant as a kick start. This tutorial series seems like a good way to start with scikit-learn btw:
