If you are trying to learn SQL(pronounced sequel), it would be best to learn it the hard way .Its a nice tutorial to learn sql. They emphasize basically on SQLite3 which is recommended for starters as it is pretty lightweight and implements most of the SQL.

You can also join this Course. Its a really great course from Stanford@Coursera, teaches you not only SQL but also introduces you to XML and JSON.

If you are a Windows user, I found this excellent application to try out SQL queries in a nice GUI way. Database Master is a pretty standalone app. You can connect to most of the SQL databases out there.
It provides the output in awesome looking excel format. You will forget command line once you use this.
I regret not knowing it earlier, but you know its never too late :)
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database master on my system

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