I always recommend people to jump in the deep end. If you want to learn something, use it. And use it exclusively.<p>Get yourself an independent system, preferably a separate computer with only Linux. Or maybe squeeze 20-50 gig from one your Windows partitions and put Linux on that as a dual-boot system if you can't find a spare computer lying around.<p>Set yourself a workable period, say two months. Mark the calendar.<p>Now, no cheating, but boot up nothing but Linux* until that two months (or whatever time you have set yourself) is over. You will not permit yourself to use Windows for anything at all during that time. You need that time to 'unlearn' the Windows-Way. And you will do everything on that Linux machine whether that be sys-adminning, surfing the Web, or programming.<p>You are going to strike roadblocks that you know, from years back, how to fix in Windows. Your challenge now is to work around that roadblock using Linux only. Google is your friend. You will learn to get around that roadblock, and get some knowledge under your belt. Rinse, repeat.<p>If you want to learn regex, use your new-found Linux knowledge to write bash scripts to automate your daily tasks. (Practise using 'sed', 'awk' and 'grep')<p>* Obviously, if you <i>have to</i> use Windows at your day-job, I am not talking about using "Linux only" there.