PostgreSQL on Windows ->
http://www3.us.postgresql.org/docs/faq-mswin.html
It's supposed to work, though it's mainly intended for a *nix environment...
As you say yourself, I think that Oracle might be too big of a bite when you're new to databases. And thus complicate things so much that you don't ever want to see it again. It is however as great as it is expensive, but the main audience is bigger companies with greater demands. For personal use without a dedicated purpose, I think it's hard to motivate why you should go for Oracle.
When you say learn about databases, what is it that you want to learn?
Is it the SQL-language that you want to master? Or the art of setting up and tweaking databases? Or designing databases for specific purposes? Or the internal works of a database? Or just the general use of databases? Coz there's a lot going on beneath the surface of a database... And trying to master each of the above (and some other areas) of Oracle will certainly take a few years...
That's why it might be easier to start off with a less complicated database, with less advanced options and techniques that might scare you off before you've even begun penetrating it. There are always commands, functions, and different ways of handling stuff that are unique to each database. And deciding to start off with the database that probably has most options available, is a tough one.
If you start with someting like MySQL, there are not too many bells and whistles available, which can make you focus on understanding the general works of a database. Though MySQL is limited compared to Oracle, they do have things in common. And PostgreSQL has more in common with Oracle than MySQL has with Oracle, which is why you maybe should use Postgres instead if you're aiming for Oracle in the future.
Some things that Oracle has that MySQL hasn't:
transaction support
subqueries
stored procedures
views
triggers
a big appetite for hardware...
But those things (and others) are not necessarily disadvantages, especially if you don't know how to use them. The main thing to consider is what do you want to use it for?
The most important thing, as you say yourself, is to set up a goal that you want to achieve. Then decide what means you need in order to get you there. So saying that you want to know how to use Oracle is kinda starting at the wrong end of things, unless if the goal is to master Oracle...
Installing SuSE8.0 sounds like a good idea, no matter what database you decide to use.
As for books about SQL/databases, O'Reilly has some book(s) that are considered to be good, mostly general but some targeted at specific dbs. Not sure about MySQL though.
//NoXcuz