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I have worked upon many machine learning problem listing here some of them.

1. Entity resolution/Record Linkage
2. Search relevancy
3. Recommendation system for rental properties 4.Given restaurant bills, extracting restaurant name, bill amount,etc
4. Extracting topic from given new articles
5. Identify entities(name, role, email,designation etc) from given web page and many more.

I started with Java but Quickly realised Python for better because of rich support of machine learning library and easy to code, read this blog (quora.com/Which-is-better-for-data-processing-R-P…)

Also i would suggest trying http://scikit-learn.org/ and http://jupyter.org/.

These MOOC will help initially:

1. https://www.coursera.org/learn/machine-learning 2.classroom.udacity.com/courses/ud827/lessons 3.https://classroom.udacity.com/courses/ud201/
2. r-bloggers.com/in-depth-introduction-to-machine-l… 5.youtube.com/playlist

I would suggest read books rather than taking these MOOC because reading is faster, you can learn quickly with your speed. 1.http://statweb.stanford.edu/~tibs/ElemStatLearn/ 2.research.microsoft.com/en-us/um/people/cmbishop/p…