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Learning From Data (Introductory Machine Learning)
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I would recommend going through the CalTech Course - Learning from Data run by Yasir Abu Mustafa as the first step. https://www.edx.org/course/learning-data-caltechx-cs1156x#.V...
It is one of the best places to start. Please see that the course will require you to spend considerable time. If you find this challenging, you can also look at the Machine Learning class by Andrew Ng on Coursera.
Once you have undergone these courses, you can take up Coursera course on Neural Nets or look at tutorials on deeplearning.net