Really, if you're wanting to learn Scheme, just pick one and run with it. For learning purposes they're mostly equivalent if you stick to the more popular ones, but be aware of your learning material and the version of Scheme that they're using.
If you're familiar with other programming languages, it's somewhat like the relationship between different compilers. Though usually they adhere a bit more strictly to the same standards. Since Scheme is such a small language, there's more room for differences between implementations. This mostly doesn't affect you as a learner (most learning materials focus on the core parts of the language which all implementations should be consistent on).
Where they will differ the most is things like the packaging system (if they have packages, not all Scheme implementations will), as well as their main use-case.
If you are interested, just pick one and start to learn Scheme, using any implementation. Their differences will become apparent quickly.
emacs + evil (optional) + paredit + SLIME/SLY + SBCL + Quicklisp
There are fully configured starting setups out there for a quick start. That's basically the closest thing nowadays you'll get to experience the interactive power of the ol' Lisp Machines.That said, you might not always need such large runtimes and other lisps can fit the bill. For example, I usually program in CL (with C FFI) for most projects, but for embedding lisps into existing C programs, Guile can be a joy. Once I was programming servo motor controllers that offered C as one of the programming languages, and I embedded a single C file that gave me a tiny little scheme interpreter and I was then able to prototype motor control algorithms and setting in way less time than before. It's just a game changer for learning about a system when you can get a REPL on it and start rapidly digging and experimenting.