I learned ZZ first. That turned out to be a mistake, because thinking of it as :wq crams more knowledge into one mnemonic. Because you can take it apart: you can just do :w, or you can just do :q, or you can do useful variations like :q!
And you can probably do all kinds of other powerful stuff that I don't understand, because I'm an emacs user who only uses vim on occasion. ;)
In fact, it'll start taking over in how you interact with your whole coputer. I find that I type "<ESC>:wq" in chat windows, comment boxes, etc..