I have been working as a data analyst so I am fairly skilled in database and reporting but I want to learn new things to be a developer, how should I approach this?
I find the best way to learn something new is to actually use/need it in practice. Just pick a pet project that you're interested in and try to build it. It doesn't have to be complicated, maybe a simple blog to get started. It will expose you to new programming languages, frameworks, libraries, and you will see what you're comfortable with and what to explore further.
If you get stuck with a piece of code, there's always Stack Overflow  to get you unstuck :).