No. Learn Bash. The biggest benefit of bash is that you're virtually guaranteed to find it on any linux server. It's ubiquity is its strength. Write a bash script once and take comfort in the fact that it will be able to run on virtually any server for years to come. Does bash have a bunch of cryptic syntax and weird quirks? Sure, but that cryptic syntax and those weird works should remain pretty stable in the coming decades.
Depends a bit why you're learning shell programming.
If you want to write scripts for your personal use, or maybe for some project you have then I recommend zsh as it's so much more useful and easier. The zsh User Guide is quite good by the way (not updated in a long time, but still relevant).
I you want to write shell scripts at $DAYJOB or some such bash is probably the wiser choice, as it's just more common. Whether that's a good or bad thing is kinda besides the point here; it just is.