The R language is a great way to get stuck into data processing and data science. There are plenty of resources out there, here are few guides and resources to help you get started with R.
Software carpentry
TryR at Codeschool.com
TryR lets you have a go at R from the comfort of your own brower (similar to codecademy). Work through lessons and tasks to get to grips with some of the basics of coding and data manipulation with R. Software Carpentry would probably be my default suggestion for getting starting with coding and data, but their approach for the time being is somewhwat traditional with lessons and tasks for you to try on your own machine. TryR fills that gap left by Software Carpentry.
It’s got various interactive lessons you can do online, without having to download the R stuff. If you can’t be arsed to read any more, just have a go at this.
Birmingham University R Tutorial
At the other end of the spectrum from TryR, this simple guide made by Birmingham University is great if you prefer a more old fashioned approach. If you already have some coding experience then you might appreciate this as quick get started guide to R. Even if you’re just starting out with R you should find it walks you through some of the basics of what R can do.
Project Mosaic
This one is rather different from the other three suggestions. Rather than simply being a guide or introduction to R, Project Mosaic is an ambitious attempt to improve the way mathemetics, statistics and computation are taught and learnt. Project Mosaic itself is a downloadable package within R which simplifies the operation of some commonly used R functions and libraries. Project Mosaic has put together some “little books” for students and teachers which you can download here.