Ask YC: Best first functional programming language?

I've suddenly found myself reading about many different functional languages in the past weeks, but alas, I never learned anything about them. I studied engineering as an undergraduate and now as a graduate student in applied math, functional programming just isn't something that has come up in normal coursework etc.

I read through Paul Graham's bayesian spam filtering as a curiosity and became frustrated that I didn't know lisp to figure out his algorithm, which turns out to be incredibly simple. Of course, in the perusing of his site i've his new functional language arc, and then stumbled onto this news site, which I now read more than slashdot (the horror!). So the question I pose to all you intrepid functional programmers on this site:

What functional language should I learn first?

As I study math, something that can be used for math would be good, but not necessary. Any books that I can get at the university library on the language you recommend would also be appreciated in your recommendation.

quicknote: I wanted to try to do some of projecteuler.net's challenges in a functional style instead of my normal python/matlab iterative approach. Its a cool site btw. You should check it out.