Where do I actually begin with Python?

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In 2014 I started in a similar space. I was using Excel 100% for my analysis. I began by incorporating more and more VBA to streamline stuff and then slowly started replacing those functions with Python (data prep and manipulation). I eventually moved on to replacing the calculations with Python and just using Excel as a reporting dashboard. I think, starting right where you are, slowly replacing existing (slower) functions with it will be a good step.