I am a self-taught data scientist, and I'd try my best to explain you how to go about it.
What fields are there within data science? (e.g., Artificial
Intelligence, machine learning, data analysis, etc.)
Data Science is a very wide domain. It is about the science of data. So, any field which uses data to take decisions come under this domain. Some of the fields include:
- AI
- Pattern Recognition and Analytics
- Bio-statistics
- Statistical Learning
- Machine Learning
- Data Aesthetics(or data visialization)
- Data Journalism
Are there online classes people can recommend?
I have answered a similar question. So I'd quote it here:
Start with the Coursera's Machine Learning course. It does a
really good job in introducing the student to the domain of Machine
Learning and helps you lay a solid foundation in the concepts.
In case, you feel that the math is a bit dumbed down in that course,
you can take this course, taught by the same professor and is
math-intensive than the former.
Now, you would have a clear intuition about the basic concepts of
Machine Learning. Now, take this course, which can be said as a
follow-up or a supplementary for the course of Andrew Ng.
This resource from IAPR has in-depth notes on a lot of ML
concepts like cross-validation, regularization, etc.
You can also have a look at these amazing list of resources
compiled into a blog on Quora.
Now, for diving into advanced concepts of neural networks and deep
learning, you can make use of this free book.
Finally, the free e-book: Elements of Statistical Learning is a
wonderful book for beginners in ML or Statistical Learning.
I addition to that, do check out this repository of data science references by Quora.
Are there projects available out there that I can practice on (e.g.,
open datasets).
I have started doing projects with open datasets of India. However, I would recommend you to check out this amazing discussion here, and after doing those projects, you can start with Kaggle.
Are there certifications I can apply for or complete?
In my opinion, there aren't any data science certifications. Yeah, there are a lot of Big Data certifications out there, but I didn't see them being really useful for a budding data scientist, so I recommend you not to chase them atleast till you are confident enough with your ML and data skills.