[jclos]

I would advise you to get started with these books, which are practice-oriented (rather than theory-oriented such as the Mitchell book): http://www.cs.waikato.ac.nz/ml/weka/book.html with the Weka toolkit and/or http://www.liaad.up.pt/~ltorgo/DataMiningWithR/ with the R language and/or or http://shop.oreilly.com/product/9780596529321.do with Python

As for the theory, someone made a nice review of 10 popular ML books here http://zinkov.com/posts/2012-10-04-ml-book-reviews/ and http://www.stat.cmu.edu/~larry/all-of-statistics/index.html is a nice book on inferential statistics.