There are some truly wonderful resources available on the www. "Why do people share knowledge? Why do experts in the field spend their time and effort making great tutorials and primers, to be given away for free?" is a real question. However, while wiser people are busy solving the mysteries of human motivation, you can get smart on data mining at places like these:
http://dml.cs.byu.edu/wiki/index.php/Data_Mining_Resources
http://it.toolbox.com/blogs/opensource-analytics/database-vs-data-warehouse-8286
http://www.statsoft.com/textbook/stdatmin.html
http://www.kaushik.net/avinash/2007/09/data-mining-and-predictive-analytics-on-web-data-works-nyet.html
Here's a comprehensive list of DM blogs ("Comprehensive listings" and aggregators are in the race to be the "most meta" among all metas, aggregating, and aggregating agregators and so on and so forth...BUT, never mind all that :)...):
http://dataminingresearch.blogspot.com/2008/05/data-mining-blogs-big-list.html
Data Mining is an Adventure. There is a tremendous pleasure in having discovered something that is not apparent, or even better, in having corrected and established as bunk something that seemed initially apparent and so-called "Common-Sense".
For some inspiration, I would recommend you read (and most of you probably have already!) S.Levitt's "Freakonomics"
http://en.wikipedia.org/wiki/Steven_Levitt
http://pricetheory.uchicago.edu/levitt/home.html
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