Read through every single section of this: http://api.jquery.com and you will know just about everything about it--not all the best practices, though... those come with time and experience. Your best bet is to think about something you want to do and then just do it while utilizing different pertinent parts of jQuery.
I originally learned using http://visualjquery.com/ but that hasn't been updated since 1.2.6 (because it is now the aforementioned api.jquery.com). I wouldn't be where I am with the library today if it weren't for those two websites (thank you Remy Sharp!).