I'd say stick to one dialect when learning..
It would be hard to learn each.. think of it like Proper English and Slang.. So if you learned "For sure" then when you hear someone say "Fo' shizzle" it won't make much sense to you.. So each should be learned separately.. But when you learn proper Arabic first which is the sole of the language it may help you with some phrases and comments in other dialects but it is 100% what will help you with Qur'an and that's more important
Then when you feel you've mastered it.. take on a dialect as a hobby
Ya reitni 2amle b sha3rak, kel lama ashta2lak atsa7sel w ashoufak ♥