I wanna start learning about Machine Learning. From where should I start?

Andrew NG's Course on Machine Learning is the perfect place for beginners to understand the core idea of teaching a computer to learn concepts using data without being explicitly programmed.

Give this article a read.. sinxloud.com/machine-learning-tuto...

Here's a free book (revolves mainly around the supervised learning problem) that was written by a few really articulate folks @ USC and UCSD. The book implements R.

Also, as mentioned already, Andrew Ng has put together a lot a fabulous resources @ Stanford.

Lastly, never hesitate to check Wikipedia for info, sometimes it can be very helpful.