+1 on finding a way to leverage both fields. I've only heard of R and never used it, but I'm sure there are domains where it's the perfect tool for the job. You could potentially freelance to make some side income as well.

I think it's still a good idea to learn web development in general. It's such an interoperable medium. It's dense on the first read, but I recommend skimming RFC2616 (http://www.ietf.org/rfc/rfc2616.txt) the HTTP protocol. It won't teach you to program any specific language or framework, but it's a great way to get a feel for all the pieces involved for a web app.

After that, I recommend taking baby steps and tackling each piece of the puzzle individually. Learn some html/css, build a portfolio page. Then take on some javascript and add some dynamic elements. Then add a backend for dynamic elements you compute server side. For learning coding, nothing beats practice. To improve, write something that solves you own problem, but also look for how other people implemented the same thing (github's a great place to see well maintained and well factored code)

Best of luck!