Feedback is very helpful in learning. It's why so many of us get such satisfaction out of building physical things or making art. It's because the feedback is immediate, among other things.

It's more abstract with programming, but programming a website gives pretty good and immediate feedback. Plus you can show it off.

So even though I'm not a web dev, I still think learning to build a dynamic website or web tool or service is a really great way to get introduced to a language. It will give you a rooting that you start branching out from.

Clojure in particular is pretty good at the web dev thing. I'd just stick to server stuff to start with personally.