Which language to learn is a matter of taste. I personally think Scheme would be a good choice. Learning the mathematical background first might be a good idea

Which language to learn is a matter of taste. I personally think Scheme would be a good choice. Learning the mathematical background first might be a good idea if you're a mathematician. Otherwise, getting at least some practical exposure in a language may cause the math to make more sense to you, should you decide to study it later. For Scheme, some good books include: The Little Schemer and Structure and Interpretation of Computer Programs. A good sample project might be to build some sort of language intepreter. For Scheme-based ideas, take a look at the book Essentials of Programming Languages. One of the early projects in that book is to build an arithmetic expression evaluator; by that point, you should be well on your way to thinking functionally.