I'm not knocking DB2 (I've used it too!) but it's not what you start with (getting it installed would be a pita).
I lol at COBOL not for the language or the programmers, just that it's disappearing (I studied it a bit about 15 years ago but not had to worry about "WORKING STORAGE DIVISION" etc...
Do you mean learning SQL or MySQL? You can also get MS SQLServer Express which has, imo, an easier to use interface. Oracle do a free/express edition too as I remember.... I won't mention DB2 :D
Anyway, each version has it's own set of syntax for various specific things (many useful!) but all...