One of the things I really want to get into and actually do if I become a Games Programmer in Industry is AI though truthfully I'm not really sure where to start. How exactly should I go about learning? and What should I learn first? are questions that I've always wondered.

The most I've really looked into about AI is Finite State Machines though I'm sure there is MUCH more to AI then just that so I was wondering if you guys would possibly give me some advice on where to start, I'd very much appreciate it  

There are many types of AI.

In games, state machines and utility functions are the standard methods. 

Other fields use other methods.  Machine learning is wonderful at figuring out real-world decision surfaces. It is not so great at trying to establish fun, nor that great at making a challenge that ramps up from tutorial-level easiness to expert-level challenges.

If you want to be a game AI programmer, I'd start by becoming a gameplay programmer and focusing your education on statistics. Then try to focus your gameplay job on state machines and AI utility functions, on tasks involving decision making in the code, and on tasks involving statistical math.