If you have a particular project in mind, it may help to make the decision as one language may have features the others lack.
If you are just playing around, I don't think there's much difference. That said, Groovy is "javaesque", so it may be easier to pick up.
I use a lot of Python, both on the job and off. It's a scripting language on steroids when I don't want to bother with BASH and it's a lighter weight OO language when I don't want to code up a full-scale Java app. It was fairly easy to pick up and be productive with. Here is a good starter book (free PDF)