I just recently started learning Jboss aswell, I can tell you the steps I took.
First learn Java 2 - get yourself a good introductory text on Java 2.
Secondly get an introductory text on J2EE I used sams J2EE in 21 days, but there are others have a look and see what style you like.
When you've gotten a good grounding in Java and J2EE you will have a better understanding of what you want to do. This is where I am, now im learning to deploy application on JBOSS/ECLIPSE - starting with basic ones. I intend to focus mainly on Servlets, JSP and JBOSS. But i still want a good grounding in EJB's.
But I will stress, that J2EE is massive from what I have seen - so focus on areas you want to further enhance.
More senior indiviuals will probably give you better advice.