I remember reading the ZeroMQ docs when I was first learning about concurrency. Those plus Joe Armstrong's Programming Erlang book were really fun and eye opening.

I never used ZeroMQ much but it taught me a lot of the language around distributed and high-concurrency systems and problems that come up.

Do you have an opinion on which to read first?

Not OP but if you're on the edge, try reading the first few chapters of the ZeroMQ guide. It does not make a lot of assumptions about the reader's background in computing.

I read the docs a couple of years ago but never got to actually use ZMQ for anything. Is it still worth considering for new projects?

Yes, nothing else comes close. The nanomsg author seems to have abandoned nanomsg.

Typically software infrastructure like 0MQ, ext2fs, Valgrind, HotSpot, and gzip takes about a decade to get good, remains optimal for a decade or two, and remains relevant for half a century after that. A couple of years is not a long time.

I tried reading for a while and still do not even know what MQ stands for.

Message Queue