I suspect this answer will not sit well with some enthusiasts but it's an attempt to provide some pragmatism here.
What are you trying to accomplish - learn some jQuery for basic website development? Or build a Rich Internet Application (RIA) that just takes RESTful data feeds?
As with all things it takes time to learn something worth learning in depth. Javascript is imo slighltly harder to learn than C# or Java - there are also far fewer development tools available for it. The number of websites that NEED complex javascript is pretty limited - mostly you can get by by using libraries and plug-ins. There are also a host of javascript plug-ins or libraries that do an enormous number of tasks - one of which is jQuery itself!
So my advice would depend on how much time you have, how experienced a programmer you are and what you are trying to accomplish.
If you really need a RIA, then definitely learn javascript first - experiment porting an application written in some other OO language - explore the resources listed in other answers.
If you're not doing anything this complicated right away, then play with jQuery for a while - get used to what you can do - also focus on learning to keep content, behaviour and styling separate - just as there should be no styling in your html, but in a separate style sheet, also keep separate the behaviour or functionality - use jQuery selectors to "attach" functionality to existing html instead of setting event handlers inline. This concept is definitely one you should focus on familiarising yourself with.
After a while you will either realise you have everything you need, or that you need to return to the books and learn javascript properly.