Well, I think Python has one obvious preferred way of doing things, but then tends to let you do it anyway you want. Which I guess is a part of the whole "Python supports multiple programming paradigms (primarily object oriented, imperative, and functional)" thing. Not that I know that much about Python either but it is my preferred language.
You can experiment with some functional ideas in Python, though -- once you're familiar with basic Python, exploring the stuff you can do using higher-order functions is likely to be quite educational, with the caveat that (in that language) recursion will blow up on you when it gets too deeply nested.
So, while it doesn't really support FP fully, it's probably sufficient for basic FP from a pedagogical standpoint. (I also think it's one of the better candidates for a first programming language overall.)
From what I know, the Python mantra seems to be 'one way to do something', which I suppose would be less confusing for first timers.