It depends on what you hope to do with your knowledge.
MySQL and PostgreSQL (to name two) are both open source, and thus free. MySQL is available for Windows, too. (Don't know about PostgreSQL).
Access (specifically, the JET engine) is included in Windows, but if you want the GUI, you need to buy Office.
MS SQL Server, IBM's DB2, and Oracle are examples of high-performance databases widely used in corporate settings, but they come with heavy price tags.
To my knowledge, DB2, MS SQL Server, and PostgreSQL, are the best at supporting the SQL language standards, and standard features.
MySQL is very fast, but has a limited syntax and does not support many features of SQL, such as transactions and unions. This is often a very good choice for database driven web sites, but perhaps not the best for a corporate data store.