I think it doesn't matter in what language you start, as long as it is the paradigm you are learning. You can still pick and choose the language later. Maybe start with a pure functional language, just to learn its concepts. Haskell comes to mind, but it kind of is not the best usable language in every day programming; its more academical nature in my opinion. I personally find Closure also interesting, but I'm not the biggest Java fan at all. At least the language is for practical usage.