Introductory Time Series with R by Paul S.P. Cowpertwait and Andrew V. Metcalfe, but in Python!
In order to learn Python, I step through a few of the beginning exercises in the text using Python instead of R. R is the language used in the text.
You will find a number of resources I found helpful linked throughout my Jupyter notebooks.
Here is a running list of data sources I used to complete the exercises: