From the statistical point of view, you should understand regression modelling and multivariate statistics.
If you have access to a university library, go to the statistics section and get books on those topics. You can use amazon or something similar to get feedback and ratings on the books, but most books should cover the same sorts of things.
There is a dedicated book on Principal Components:
https://www.amazon.com/dp/0387954422/?tag=pfamazon01-20
In terms of data mining, a practical book that covers the tools (not so much the theory) that makes use of open source freely available tools is this:
https://www.amazon.com/dp/1441998896/?tag=pfamazon01-20
Note that there are a lot of books like this, but since R and Rattle are free and open source, it means you can download it and play around with it straight away as opposed to something that costed money (and was expensive).
Also if you plan to do a lot of analysis in the future that uses some of statistics then learning R is a worthwhile investment since there are packages that do almost everything that you can do regarding statistical analysis.
If you don't have a good statistics background to start with, then I'd suggest you get one in some form.
There are a tonne of introduction statistics books including one like this:
https://www.amazon.com/dp/0321795431/?tag=pfamazon01-20
On top of statistics you will probably want to look at things like neural networks, decision trees, and various classification schemes like spatial classification and support vector machines.
Spatial classification looks at dividing space into disjoint regions and they involve things like parametric classification (spheres, ellipsoids, cuboids, etc that are specified using parameters) or non-parametric (k-dops, convex hulls, etc that are defined using general planes). For this you will need to understand geometry and linear algebra.
Also if you read basic research papers, you will need to know what integrals and derivatives are and what they mean in the context of your problem.
Also be aware that different researchers use different platforms. R is a multi-platform environment (linux, windows, mac) but some source codes might be written for linux or packages that are linux only. So if you have to use linux, windows, or a mac exclusively, be aware how to do so.