Ron Zacharski generously shares his learning by doing guide to Data Mining encouraging the reader to work through the exercises and experiment with the Python provided by him.
The textbook is laid out as a series of small steps that build on each other until, by the time you complete the book, you have laid the foundation for understanding data mining techniques.
Rob’s book is available for download for free under a Creative Commons license (see link in footer). You are free to share the book, and remix it.