In my opinion you should learn the interface first. While the tendancy is to jump in and start modeling, I believe you should have solid understanding of where everything is or at least passing familiarity with it so you know where to find tools, options, etc. Beyond the interface it depends on what you want to do... will you be focused on modeling, animating, rigging, or ....? It is possible to specialize in an area without knowing the rest (but it helps if do know other areas).
When we learn to write, we first learn the alphabet, our basic building blocks. my2 cents.
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