The most frustrating thing will be going through basics that don't seem connected to your eventual goal of ML; this is potentially a long phase.
I'd recommend Khan Academy for the math basics. Schaum's Outlines series for lots of worked problems. I'd recommend Strang's MIT OCW videos and books for Linear Algebra. I first learned calculus from an economics book, probably best not repeated ;). Bishop's PRML book is a good source on probability, Bayesian stats and machine learning.
I did a part time MSc in applied stats while working full time. Even in the MOOC era, there's nothing like real exams to focus your efforts.