To repeat others, I would study both Scheme (the more functional Lisp dialect) and Haskell. The / Lisp scheme has some useful tricks to teach you that "code is data / data is code" and macros. The circuit encourages a good functional style, and I would recommend the series of books "The Little Schemer" to get you started. SICP is also a fantastic text http://mitpress.mit.edu/sicp/full-text/book/book.html and possibly one of the best programming books ever written. The outline is more accessible as the first functional language.
As soon as you have a Scheme scheme, you are likely to come across a lack of libraries, a lack of parallelism, and a small, albeit excellent community. That's where I was when I decided to learn Haskell. Haskell is very mature, very useful and very functional, and quite difficult to learn as soon as you get away from the basics, and therefore using grounding in another functional language will help a lot. You will not regret learning (or both).
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