Sound skills in managing research data are a fundamental requirement in any discipline of research. Therefore, research data management should be included in academic education of students as early as possible. We have been teaching an interdisciplinary full semester's course on research data management for six years. We report how we established the course. We describe our competency-based approach to teaching research data management and the curriculum of topics that we consider essential. We evaluate our approach by a survey done among the participants of the course and summarize the lessons we learned in teaching the course.