As a long-time advocate of functional programming, I was once asked after a talk what is the "best" FP language to learn. Since I'm known as a Haskell/Scala/ML person, I surprised much of the audience by answering that I thought F# was the best entry point. What I did not say, however, was that I think that Windows is a challenging environment for anyone who is used to Linux/Mac -- and this includes the "open source" world in general. I think that Microsoft is a leader in language design, but their platform relevance was slipping for many years. I believe it may be on the upswing (with Xamarin etc). I would encourage you to stick with F# as you will be further along in not only understanding FP, but other modern programming languages, including ones that haven't been invented yet.