This is the step where you study all the features that impact your outcome/prediction/target. If you have a huge chunk of data, sample it down for this step to make the analysis more manageable. The analysis is the art of data science. This means there is no absolute way to do an analysis, it varies based on a wide range of variables.

Consider:

Use notebooks as they provide an easy and intuitive interface to study the data
Follow the basics of exploratory data analysis
- Checklist
- When to stop EDA
See also this guide
Managing the data pull
Interpreting your results:
- Principles of interpretation
- Interpretation Considerations
Document your findings:

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