It’s a question that’s been answered innumerable times by people far more experienced and knowledgeable than I, but I’ll chip in one thing to consider: pick a language in a domain that interests you.
I recently stumbled across the site I built for my senior project in college.
I take a look at how cool new technology might open up sports like soccer to a new world of statistical analysis.
I’m in the middle of updating my Microsoft certifications, and some of the exam questions are inconsistent enough in the type of knowledge being testing that it causes whiplash.