If you choose CL, the choice of implementation is not very important while you learn it. Different CL implementations have different strength, e.g. in unicode implementation, compilation speed, treatment of certain kinds of numbers etc., but it is not relevant for a beginner. A popular open source choice is SBCL, but there are others.
Also, there are free/opensource implementations and commercial implementations. The commercial ones are costly (but trial versions exist); they give a more complete environment.