As John alluded to - the path to learning really depends on your project needs.
My recommendation would be to learn InfoPath first. You don't need SharePoint and you don't even need Visual Studio to utilize the majority of InfoPath. You might be able to accomplish your goals right there without even delving into anything else.
If that is not enough start looking at the other things. You will need advanced programming (Visual Studio) if you are trying to customize the form experience for the user, adding functionality that is not available directly in InfoPath. Start looking down this path if you run into roadblocks with how you want your InfoPath form to work.
You will need SharePoint if you need a delivery mechanism, forms storage, tracking for the users. Start looking down this path if the forms start being complicated to manage on a file share (or if you need extra functionality like change tracking etc).
In general - start with Infopath and progress to the other things based on your needs. Programming is for the form (singular) experience, SharePoint is for the forms (plural) experience. Note also that they are not mutually exclusive - usually you end up needing both.
