There's also http://www.braveclojure.com which is still a work in progress but it's good for diving in.
[1]: http://shop.oreilly.com/product/0636920013754.do [2]: http://joyofclojure.com
I'd definitely suggest using Linux, installing Clojure + Leiningen2, and getting familiar with the REPL. Also, getting Clojure Programming by Chad Emerick, et.al, is a solid first step to at least getting some things started.
Learning Clojure is like any other language: if you want to really dive in, you have to think of a project to get started in and take it step-by-step. I have not written algorithms or done scripting with Clojure, so I don't know how that stuff would work out. I feel there are better languages for that kind of stuff.
http://cemerick.com/2012/05/02/starting-clojure/ http://clojure-doc.org/ http://clojure.org/cheatsheet
and (source <thing>) have been great resources.