A Tactical Data Structure Cheatsheet
Need access to an element in a collection really fast? An array already has the location in memory.
Have to insert data quickly? Add it to a hash table or linked list.
Need a maximum or minimum in O(1) time? Call in a heap.
Need to model connections? Get a graph
in there.

The more data structures you know, the better. You can check the curriculum for a list of absolute requirements.
It's also useful (but not necessary) to play with more advanced structures-- think AVL trees, tries, priority queues, suffix arrays, and bloom filters. They are less likely to be needed, but they are useful in industry and can be impressive to pull out during an interview.
A special note about hash tables:
Get to know these guys very well! They can be used in a surprising number of solutions. Many problems can be reduced to searching for elements in a large data collection, finding duplicates in said collection, or storing/retrieving items. Hash tables/hash maps do these things extremely well, so always have it top of mind.
If an additional data structure
doesn't help, it may be time to try out an old-school (but reliable) technique.