You should start by learning basics of statistics, distributions, probability and Hypothesis testing. Once you have done so, you can then look at understanding following algorithms:
ANOVA
Linear Regression
Logistic Regression
Decision Trees & Random Forests
Clustering – k-means and Hierarchical
Time Series algorithms and modeling
Once you have covered these algorithms, you will know at least one way to handle any modeling problem. You can then add algorithms one by one to your repository over time.