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O'riley's RegEx book, vim to create test files, and grep to play with them. And a bit of time to try, test, and practice.
The copy of the book that I have is falling apart, but I've never read the thing cover to cover. I find something that I'd like to be able to do, use the book as a reference, then try out what I've read. I use a lot of regex's in the spam filter on our mail system at work, so I use them a lot, but when there's one that's a little tricky, I still create a test file and play with grep. It may not be the fastest way to learn, but I figure that by the time I retire in 10 years or so, I may not need the book anymore!
to someone who is starting out, its normal. however, basic string manipulation doesn't really need to involve regular expressions that much if you choice of tools/languages used provides you excellent string manipulation capabilities/functions.
Remember a bunch of characters that have a special meaning in certain contexts---and then remember which ones have different special meanings in different utilities.
Learn how to use the "\" (escape) character to change the meaning of a character from special to literal (or vice-versa) depending on context.
Learn about extended Regexes which add more special characters, and which may or may not require the use of of even more special characters to tell the program whether the characters are special.....depending on context.
Learn all about quoting and why a double-quote is weaker than a single, and how to flip between strong and weak coding, and how to quote a quote.
AND---how some programs allow you to change what is special on the fly.
Well, just for your info, I never learned regex ... and probably never will, for the reasons pixellany has laid out. I just look at the sites I gave and go from there. I don't use it all that often anyway.
There are some good links above; the book Mastering Regular Expressions http://regex.info/ is definitely very good.
As well as showing the basics, it also shows that different langs/tools use different 'regex engines', so the syntax for one tool may not do the same thing (or anything) in another tool.