Myself, I learn better by just playing with something. I recommend grabbing a copy of Linux RedHat, or Linux Mandrake (probably the two most Windows like *Nix systems), then just going thru the man pages, and websites playing with different commands.

The more hands on you get, and the more complications you run into using things, the more you will learn. I really like this page in particular, The Linux Documentation Project.

If there are specific areas you are concerned with, say Networking in *Nix environments, then I would buy a specialized book.