how to to learn about sensors, sensor integration and data analysis?

I am a 2nd grade mechanical engineering student who is interested in test machines, sensory sistems and lab applications.
I want to get proficient at those areas to simply explaining, designing lab systems.

I know I will need to learn basic electronics and how to apply it, and also programming and statistics. However, I do not know which lessons or minor should I apply, how can I integrate my major to those fields etc...
Also, how much can Arduino help..

I thought it is good to ask here because there are people here who does those topics.

So, as a sum, how can I learn about

-Sensory design
-Sensory Integration
-Data analysis

Thanks for any reply...