How effectively start with VHDL programming or maybe Verilog?

It depends on which part of the world you want to work in. I think Europe (and military worldwide?) used to prefer VHDL while America used to prefer (system)verilog, but I think those frontiers are starting to blur now.

You will soon discover that the most difficult part of learning a HDL isn't the language syntax itself, but the concepts behind RTL design and digital logic design, especially if you have a software design background. Once you have mastered a language, learning the other one is rather easy, as it's using the same concepts with just a slightly different syntax.