and (source <thing>) have been great resources.
I'd definitely suggest using Linux, installing Clojure + Leiningen2, and getting familiar with the REPL. Also, getting Clojure Programming by Chad Emerick, et.al, is a solid first step to at least getting some things started.
Learning Clojure is like any other language: if you want to really dive in, you have to think of a project to get started in and take it step-by-step. I have not written algorithms or done scripting with Clojure, so I don't know how that stuff would work out. I feel there are better languages for that kind of stuff.
There's also http://www.braveclojure.com which is still a work in progress but it's good for diving in.
1 - https://www.coursera.org/course/progfun
2 - https://www.coursera.org/course/reactive
(OTOH Python is still the slowest language around... http://benchmarksgame.alioth.debian.org/u32/benchmark.php?te...).