...or Python (it's relatively easy to learn Python if you already know R and vice versa, so I'd recommend picking one to start and branching out from there if necessary)
If you can't communicate your findings to non-technical stakeholders (coaches, etc.), your work won't be used. Visualization is an important tool for communication.
"Machine Learning for Data Science and Analytics" from Columbia
I wouldn't suggest getting into ML until you've covered the above topics first. However, it's becoming increasingly prevalent in sports analytics, particularly WRT tracking data.
There aren't many better ways to get exposure to teams (that are hiring) than to perform well in this. Also, sports analytics is fun.
More specifically to this year's topic (the secondary), many football analytics folks I've spoken to (including on @MeasurablesPod) agree this is perhaps the most difficult area of the game to quantify.
Excited to see how people tackle this problem (pun intended, obviously).