What would be the best path you would advice me to take for Data Science as a recently graduated Mechanical Engineer?

Diego, I have a Mechanical Engineering degree as well ................ but not recent ha ha. Your math training will certainly help but Engineering and Data Science are different disciplines. This would involve some additional training. You can do this online. I would take some introductory data science courses. Overview. Udacity, LinkedIn Learning are fine to get started. If after that you want to go further Coursera Specializations are a good option but a commitment. Udacity also has "nano degrees". The most important thing would be to get in a situation were you get to apply what you have learned and if possible work with experienced Data Scientists. Most of what you learn is on the job or from others so try to get in a Data Science work environment. Also check out Kaggle and Azure. They have free training. If you enjoy this kind of work ................ it won't be work. Good luck.

Thank you! I appreciate your advice and will definitely try to do further training in this area, but most importantly as you say, try to get into a work environment that helps me get there.