As a native of Norway, I need to clarify something: Bokmål, Riksmål and Nynorsk are not spoken dialects. They are written languages. You cannot learn to speak or listen to them, you can only learn to read and write them.
These three written languages are so similar that people who know one of them can easily read and understand something written in any of the other two.
If anyone wants to learn a written Norwegian language, though, I recommend Bokmål. It's by far the most widely used.
Spoken Norwegian is officially only one language. Practically, though, there are hundreds of dialects to speak it in. Due to geographical features of Norway (mountains, valleys, rivers, lakes, fjords, etc.) many communities were separated from each other, and thus developed distinct dialects. The good news is that almost all the dialects are mutually intelligible. With a bit of practice, one can understand any dialect, provided one already knew another.
As for which spoken dialect to learn, I recommend Standard East Norwegian. That is the dialect spoken in Oslo and the surrounding areas. People all over Norway will understand you perfectly if you speak in that dialect. It's the most common dialect heard on the TV, in movies and in other media in Norway*. It's also a good platform from which one can understand all the other dialects used throughout the country. As an extra bonus, if one learns it, one will be almost set to understand Swedish and Danish too. That also goes for written Bokmål.
* = Please note that while Standard East Norwegian is the most common one in national media, other regional dialects are also heard quite commonly. This applies to nearly all channels, but NRK is probably the best example of it.