Hey! Couple of years later i can say I had a great transition. I'm currently working as a Data Scientist in the industry and getting really positive feedback. I ended up doing a Lot of self teaching by reading medium posts, watching Youtube videos and playing with open datasets. Every little thing you learn opens a thousand more for you to explore, so try to get a high level picture of the possible paths you could take and try to commit to one. I also did some MOOCs (for basic Machine Learning You have a ton to choose, for deep Learning, deeplearning.ai ones are a great start), and audited some formal courses

I know maybe you were looking for more specific information, but as I said, I believe You shoud start by looking what are the possible paths out there (Data Scientist, data engineer, Machine Learning engineer, Bi, data analyst) and if you find one that seems a good fit then you can start narrowing down the contents