They are pretty dramatically different technologies. Xen provides full virtualization and varying degrees of paravirtualization. OpenVZ, on the other hand uses a container model, without any hardware or system virtualization.
OpenVZ is more efficient, from a memory usage perspective, than Xen, because the host kernel is shared across all guests. Xen provides greater separation. Xen is also historically more reliable. OpenVZ has a long-standing memory allocation bug, possibly related to memory fragmentation, which can pop up in the strangest of places and lead to processes dying unexpectedly. If you always overspec memory and don't "oversell", I believe this problem can be mitigated, but I haven't done enough experimentation to know.
OpenVZ is definitely not more friendly than Xen, in my experience. Also, the available tools (both free and commercial) for managing and interacting with Xen are dramatically better. Citrix, Red Hat, and many others have cool tools for interacting with Xen instances, and many Open Source projects have begun to integrate Xen related features. The uptake for OpenVZ is much lower, at least from top-tier vendors and projects.
That said, you've claimed your purpose is to learn...so, try them both. It won't hurt to understand how two very different virtualization technologies work.