I worked in that field a number of years. My recommendation to you is to start with some form of data that you are passionate about. Baseball statistics, business metrics, investment figures, whatever.
Once you have the data, then figure what you're going to do with it. (Don't agonize over it, this should all take just a day or so.)
Then go after the toolkit. You'll find many interesting questions if you start with the end goal in mind.
Good luck, and have fun!