I'd say it really depends on what 0 really means for you. "0" for me was a physics degree and handful of years in industry doing physics-y things. "0" for somebody else might be a stats background, a programming background, maybe even a humanities background. The advice is going to vary vastly depending on the context - and it's going to vary a lot based on location too.
Here in the Bay Area, the demand for data science people is a lot higher, so there are a wider variety of paths into the field. Try to break in on the East coast, and it might be much harder.