Mentioned above, but here are a number of places to start. Most of mine deal with statistical analysis, but the Data Science masters would be a good place to start.
http://sqlfiddle.com/ - SQL Fiddle is an online SQL coding platform. Good place to play around.
http://jhudatascience.org/ - a ton of MOOC courses compiled in one spot.
http://stats.stackexchange.com/ - start browsing the forums and reading up on some of the database questions people have.
http://janzilinsky.com/how-to-analyze-data/ - great set of tutorials, etc.
http://user2014.stat.ucla.edu/ - another place with a number of great tutorials in R.
