A lot of people will tell you that EJB2 is a waste of time but I tend to disagree. Chances are you may encounter EJB2 'in the wild' so better to learn about both, starting with EJB2. That way when you get to EJB3 you'll appreciate the simplicity of it a lot more
I started with EJB 2 three years ago (actually I am still engaged in an EJB2 project, arg!!). When I got started in EJB3 was fantastic. Basically the concepts are the same (exception Entity Beans) and because of this I advice you to start on EJB3 directly. Do not worry about EJB2 anymore, except if you need it in your job. With EJB 3 you'll learn all the concepts in an easy way (and more fun).