I'd recommend just getting on with it. MySQL is the obvious first choice as it's widespread and well documented. Get it running locally then install the MySQLdb package for Python.

Note that in practice SQL is a small subset of the languages accepted by MySQL, PostgreSQL, SQLite, Oracle et al. Each defines it's own custom dialect but the concepts are mostly universal.

At first I would use the 'mysql' command-line utility so you can see exactly what's going on; this comes bundled with the installer. Have a think about how your data would fit into rows and columns, but don't over-analyse too much - it takes practice to start thinking in a relational way.

Create your tables and insert some example data. Now in Python connect to your local instance and try querying for some rows (hint: DictCursor is useful, albeit wasteful if you care about performance).

Now read about database normalization and transactions. You should be well on your way!