1) If you already have a good grasp of Python, I always advise to start with the AI for Robotics MOOC at Udacity, which is my favorite class of all time. Once that's done, I'd take a look at their Deep Learning classes and the Self-Driving Car Nanodegree.

2) I think it's crucial to get to grips with how the whole stack works, so I always advise to get to grips with a middleware like ROS. Also, don't be afraid to dabble in algorithms (think problems in motion planning, computer vision, etc.)

3) The traditional programs (think PhD programs) create a lot of specialists focused on a single domain, but the industry is in dire need of more generalists. An engineer who is able to dive into any part of the stack is a huge value-add!