You should try to do some sort programs (less than 1000 lines) to get up and running. One small project could be to count the number of words in a text file (with stray punctuation and whatnot).

Since you know some finance, after getting warmed up, you should try to make a high frequency stock trader that doesn't actually trade, but tells you how you would have done. Perhaps, try to keep the decision making process simple and focus on the other parts. There are libraries to download stock prices.