2.5 seems the defacto standard now for a new user, NB: probably not the standard for the common business productions. However are you on Windows or *nix? *nix may ship a certain version, so for ease of use it would be best to use that.
Personally I use 2.5 because it is a complete version, and the latest fully released giving me a lot of features to play with. But as previously put if you are starting out, you are very unlikely to need a huge amount of those features for a while. So my opinion is used 2.5, it is released with no huge new feature updates to come and won't break on random errors. (Unless you find a real new one!). Also new is cool... -- http://mail.python.org/mailman/listinfo/python-list