If you are new to Python, this website is a good start: http://www.codecademy.com/en/tracks/python

Udacity has a great python data science nanodegree if you have some experience with python: https://www.udacity.com/course/data-analyst-nanodegree--nd002

直接写个实现某个功能的程序不是更好

直接找带小项目的书籍更好