I'd say for just starting out, learn the commands you need for every day
use, then transition to new things as and when you need them, or if you are
curious, sooner. Becoming familiar with the review cursor and object nav in
NVDA are good skills to have, because they can help you gain some extra
usability out of apps that aren't the best accessibility wise, and, even
the ones that are, you will find that not everything is in the tab index,
and things will be hidden from screen readers that are perfectly visible to
sighted users. An example of which is the save dialog in reaper, not the
render one, but to save a project, that dialog has a bunch of options you
never see unless you use object navigation, and some of them are quite
useful, such as copying new media into the project folder, what options to
use to convert media, such as format / encoding, etc. Screen review is good
for trying to figure out what's going on with an app, say, if its not
showing anything at all to the screen reader. You switch to the screen
review mode, then use the review keys to see if you can get anything.
Sometimes you will, sometimes not.