A First Course in Probability has a lot of problems (with solutions) and worked examples, but it’s light on intuition and pedagogy. It’s not an easy book to learn from, on its own. I highly recommend listening to Joe Blitzstein’s STAT 110 lectures and reviewing the wealth of problems/notes. The greater mastery of probability theory that you have, the easier studying ML and stats is. https://projects.iq.harvard.edu/stat110/home
Elements of Statistical Learning is a true textbook—a comprehensive bible that could occupy you for many thousands of hours. ISLR is the better book for a crash course: http://faculty.marshall.usc.edu/gareth-james/ISL/
There are also lectures and slides from the authors: https://www.dataschool.io/15-hours-of-expert-machine-learnin...
This probably won't be the case for a question as basic as, "what is regression?" But for any intermediate to advanced interview question involving regression, I would expect companies to jealously guard it.
If you're earnestly interested in building and testing your knowledge, I would recommend you read The Elements of Statistical Learning and Data Analysis Using Regression and Multilevel/Hierarchical Models. Also a good upper undergrad textbook in probability, like A First Course in Probability.