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Learn Java first before learning other JVM languages: one of their strengths is interoperability with Java libraries.

If you want to learn functional programming _for its own sake_, learn Scheme (Little Schemer, SICP, Seasoned Schemer) , ML (either OCaml or SML would do), and optionally Haskell.

Common Lisp is worth learning, but majority of Common Lisp code is not very functional: idiomatic Common Lisp code readily takes advantage of cons cell mutability and uses do/loop macros; macros and CLOS are the salient feature of Common Lisp that are worth knowing about.

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