There's no prefect way to 'learn' something. Everyone have their own best method of learning.
However, I'll share with you what I've done in the past.
When I started using SmartFoxServer, I had no knowledge of Actionscript. I did a lot of reading to start with. But the best way to get these knowledge in your head is to put into practice what you have read. Then you'll go, ahhh - so that's how it works.
Then once you learnt the basic of AS, do the tutorials provided in the docs. Modify them in any way you want. Simpify everything, so you can understand. Don't start with advanced examples. Start with the easy examples and work your way up. I spent about 1 month studying the examples.
I would also suggest starting with AS3 instead of AS2. AS2 is soo obsolete. AS3 in fact will save you time long term when it comes to expanding on your code. AS3 uses OOP approach (Object Oriented Programming).
www.gotoandplay.it and
www.flashkit.com is also a great place for flash tutorials.
Enjoy!

Smartfox's forum is my daily newspaper.