A friend of mine pointed me to this great website where you can interactively practice and learn new programming skills by working through small coding challenges, like making a game.
In this tutorial, you will be introduced to the command line. We have selected a set of commands we think will be useful in general to a wide range of audience. […] after completing this tutorial, readers should be able to use the shell for version control, managing cloud services (like deploying your own shiny server etc.), execute commands in R & RMarkdown and execute R scripts in the shell.
If you want a deeper understanding of using command line for data science, the original authors suggest you read Data Science at the Command Line. Moreover, Software Carpentry has a lesson on shell. More references are listed at the end of the original tutorial. Use the clickable table of contents to quickly browse to the topic of your interest: