I learned ZZ first. That turned out to be a mistake, because thinking of it as :wq crams more knowledge into one mnemonic. Because you can take it apart: you can just do :w, or you can just do :q, or you can do useful variations like :q!
And you can probably do all kinds of other powerful stuff that I don't understand, because I'm an emacs user who only uses vim on occasion. ;)
Yes, when learning it it is useful to know that :wq can be decomposed in to :w and :q and combined in to :wq! and :w! and :q!
But once you know that I think it's simpler to just type ZZ