Do the thing you want to learn.
Now, if I say I want to get into this scene for good, I am immediately daunted with a mountain of diverging learning paths to take. Should I take to Python and its massive library ecosystem, or should focus on database fundamentals? In every choice taken there are seemingly infinite branches, and it is rather hard to focus if you aren't even sure you're on the right track.
Last time I sat in an analytics/consulting interview they grilled me on highly specific technical questions on data pipelines and warehousing and testing and other topics that I've never had to worry about before at work. In another assessment, I was grilled on some AWS/Redshift-specific things. In yet another I was expected to know deep learning. It is all too hard for someone not originally with an engineering (or adjacent) background.
For interviews you may need to lookup what type of questions to expect and memorize details on that, unfortunately. That is not useful in practice but can be necessary for interviews.