Data science is a revolution that is already changing the way we do business, healthcare, politics, education and innovation. There is a great variety of online courses, masters, degrees, and modules that address the teaching of this interdisciplinary field, where is a growing demand of professionals. However, data science pedagogy has repeated a number of patterns that can be detrimental to the student. This position paper describes an ongoing educational innovation project for the study of methods, experiences, and tools for experiential learning in data sicience. In this approach, the student learns through reflection on doing instead of being a recipient of already made content.