Data Scientists at Work by Sebastian Gutierrez is a great book containing interviews with a wide range of Data Scientists, ranging from Yann LeCun (one of the most influential people in the field of Neural Networks, and the head of Facebook AI Research) to the Chief Data Scientist at the New York Times, and to Data Scientists working in various technology and retail companies.
You will note that different Data Scientists offer different advice. Notably, Data Scientists whose background is in AI and applied mathematics have a different perspective from the Data Scientists who work in business. Follow the advice of the people in whose path you aspire to follow!
Statistical Modeling: The Two Cultures by Leo Breiman (with comments by a great many famous statisticians at the end) presents an interesting (but controversial) view of how people think about statistical modelling. It’s an excellent read if you want to start thinking about the various approaches to Statistics and Data Science.
Data Science-related question on Quora are often informative, and Data Science luminaries such as Yoshua Bengio regularly answer questions on Quora. Naturally, you should take any individual answer with a grain of salt.