Stanford offers online machine learning course for free!
"Machine learning is the science of getting computers to act without being explicitly programmed." This is a very good definition of what ML is. But let's see what topics are included in the course: (1) supervised learning, (2) unsupervised learning, (3) best practices in machine learning, and (4) reinforcement learning (the course syllabus and the scheduling is found here.)
A quite complete course; I only miss evolutive computation, anyway I think this course is a good way to enter to this wonderful discipline. You can sign up freely here (I did and I will post the experience here.)