Its not an easy and fast process, you need to give time and practice a lot. You can find some e-books at: 9 Free Books for Learning Data Mining and Data Analysis There are very good tutorials available at: Datamining Video Lectures - Best way to learn Data Mining Tutorial
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I recommend the following books: 1- Introduction to Data Mining [Introduction to Data Mining]
This book is very helpful for beginners in Data Mining. It gives the fundamentals needed to deal with data in an easy way.
2- Data Mining Concepts and Techniques [Data Mining---Concepts and Techniques, 2nd ed., Morgan Kaufmann, 2006]
This one should be read after reading the first introductory book. It gives understanding of the algorithms.
3- Data Mining : The textbook [Data Mining - The Textbook | Charu C. Aggarwal | Springer]
This is by far the newest textbook and it is also helpful to read it for mastery after reading 1, and 2.
4- Mining of Massive Datasets
If you are a researcher who is interested to catch the wave and apply Data Mining to the Big Data, then you should read this book carefully.
5- If you are looking for a practical aspects of just applying Data Mining, you can have this book [http://ftp://ftp.ingv.it/pub/manuela.sbarra/Data%20Mining%20Practical%20Machine%20Learning%20Tools%20and%20Techniques%20-%20WEKA.pdf]
You can also find more tools and source codes here [Ibrahim Musa's answer to Is there any C code for the Apriori algorithm?].
Its not an easy and fast process, you need to give time and practice a lot. You can find some e-books at: 9 Free Books for Learning Data Mining and Data Analysis There are very good tutorials available at: Datamining Video Lectures - Best way to learn Data Mining Tutorial
################################################
I recommend the following books: 1- Introduction to Data Mining [Introduction to Data Mining]
This book is very helpful for beginners in Data Mining. It gives the fundamentals needed to deal with data in an easy way.
2- Data Mining Concepts and Techniques [Data Mining---Concepts and Techniques, 2nd ed., Morgan Kaufmann, 2006]
This one should be read after reading the first introductory book. It gives understanding of the algorithms.
3- Data Mining : The textbook [Data Mining - The Textbook | Charu C. Aggarwal | Springer]
This is by far the newest textbook and it is also helpful to read it for mastery after reading 1, and 2.
4- Mining of Massive Datasets
If you are a researcher who is interested to catch the wave and apply Data Mining to the Big Data, then you should read this book carefully.
5- If you are looking for a practical aspects of just applying Data Mining, you can have this book [http://ftp://ftp.ingv.it/pub/manuela.sbarra/Data%20Mining%20Practical%20Machine%20Learning%20Tools%20and%20Techniques%20-%20WEKA.pdf]
You can also find more tools and source codes here [Ibrahim Musa's answer to Is there any C code for the Apriori algorithm?].
I endorse the answer of Venkatesh Gauri Shankar , he presented very good materials.
You also can look for tutorial on youtube, take a look at this intro about data science with Python and its libraries: https://www.youtube.com/watch?v=a9UrKTVEeZA