Functional programming is not really a single paradigm. In particular lisps and ML style languages are very different and you should try both. Scala is still a C-style language at heart, it's just much further along the borrowing ML features path than most.
I'm not super familiar with the contemporary lisp landscape but scheme is the traditional choice for teaching.
I'm not super familiar with the contemporary lisp landscape but scheme is the traditional choice for teaching.
Among MLs I would definitely pick Haskell.