The best way to learn is to start building something. You can take any personal project of yours and try to implement jQuery on it. Another good way to learn any technology is to take part in forums. You are at the right place (StackOverFlow)! There is a tag for JQuery which you can use to see all the JQuery questions. Try to find solution to the problems. This will help you and also the other person who is trying to look for the answer!
There is also a 38 Minute FREE JQuery Video that you might want to see to get started.
http://highoncoding.com/Videos/537_Extended_Screencast_on_JQuery_Whole_38_Minutes_.aspx
