How to Learn
All the Scala tutorials I encountered assume that you are a Java programmer. This is unfortunate because, as I've shown above, Scala could be taught as a first language in a much less-confusing way than we are forced to teach Java. But it does make it easier for writers to assume that you know how to program, and in Java.
I found Daniel Spiewak's series of blog posts titled Scala for Java Refugees to be a very helpful starting point.
Next, I read Programming in Scala, 2nd Edition by Martin Odersky, Lex Spoon, and Bill Venners. Odersky is the creator of the language so this is the authoritative book to read. It definitely assumes you're a Java programmer and it's not a particularly introductory book but it's worth pushing through to give you a fuller perspective on what Scala can do.
The Scala language website has a nice set of free tutorials which I've been finding very useful.
I've also looked for different views by reading other books, for example Programming Scala by Venkat Subramaniam. Although this one definitely suffers from too much cleverness (in the first chapter he gives a very obtuse example, then tells you not to worry about it, then says to study and understand it) and should certainly not be your first book, I found the different perspective to be helpful.
After reading those, I took the Stairway to Scala workshop by Bill Venners (coauthor of Programming in Scala) and Dick Wall (leader of the Java Posse) in Ann Arbor in May. There's one coming up August 8-12 in San Francisco; you can find out more and register here: http://www.artima.com/shop/stairway_to_scala. This is not an especially introductory class; you should have programming experience -- ideally in Java, because that's what they refer to most -- and I strongly recommend reading Programming in Scala beforehand, and other books if you can manage it -- even if you don't understand it in depth, exposing your brain early will allow some concepts to become more comfortable. It made a huge difference for me to do as much study as I did before the seminar.
There are also three different "tents" at the "Scala Campsite" during the Programming Summer Camp.
There are language features that I have only touched on here, or not covered at all. What I've shown should either give you the urge to learn and use Scala, or it will have you running back to the safety of your favorite language.
http://www.artima.com/weblogs/viewpost.jsp?thread=328540