The Most Important Free text on Data Science that everyone who uses R should Read
As you claim to list “must read” and “free”, you cannot miss the most important text of them all, “R for Data Science” by Hadley Wickham. Here is the link to the book:
http://r4ds.had.co.nz/index.html
If you use R, that is most likely the only book you need for data science and you can come back to it any time at any stage in your career.