I'd definitely prefer learning F# with the #light syntax. The non-light version is sometimes useful for understanding some tricks about the F# syntax, but the #light syntax gives you much pleasant experience.
For example - using #light
let add a b c =
let ab = a + b
printfn "%d" ab
c - ab
Using non-light you can write the same thing like this:
let add a b c =
let ab = a + b in // 'in' keyword specifies where the binding (value 'ab') is valid
printfn "%d" ab; // ';' is operator for sequencing expressions
c - ab;; // ';;' is end of a function declaration
This for example shows that you cannot write something like:
let doNothing a b =
let sum = a + b in
There is an 'in' keyword at the end but the function doesn't have any body (because there is no expression following 'in'). In this case non-light syntax is sometimes interesting to understand what's going on... But as you can see, the #light code is a lot simpler.