Never ask for forgiveness for questions asked. I do teach occasionally, and I always tell my students that asking questions leads to learning and innovation. Without them, where would we be today? Also, there is never a stupid question except not asking one at all. With that said, allow me to answer your inquires in order of their appearance.
First, however, wow! Teaching yourself Zbrush! Now, to me, that tells me something about you. You’re obviously not afraid to jump right in. I too want to learn Zbrush. The tutorials look daunting! Good for you.
Okay, moving on…
Knowing what to teach yourself. This is indeed a problem, and an excellent starting point. First and foremost, learning 3D without a program of choice is not necessarily pointless, but it is sort of like learning how to drive without the use of an automobile. In other words, difficult and potentially frustrating. Therefore, to sort of skip ahead to “which program: Maya/3DS/Lightwave,” my recommendation is to pick the one you either have direct access to or the one that is seen used most in the workplace. Maya chose me. I did not choose Maya. In other words, I had immediate, free access to Maya because it was pre-installed on a workstation I was using, and I had access to a experienced user. However, right now, as I look for intro 3D work in the field to gain experience (I live in Florida), I am seeing a ton of jobs requiring knowledge and experience in 3DS, forcing me to purchase a refurbished Dell Precision T6500 (cause I am a die hard Mac fan) and downloading 3DS from Autodesk.
As for “are there any skills or techniques… vital in learning either Maya/3DS/Lightwave,” having taken a 3D class at university using Lightwave, when I sat down for the first time in front of Maya, all of that knowledge was useless because I did not even know how to save a file in Maya much less create a polygon primitive. However, as for where to start, I was taught - day one - to begin really studying the shapes of everyday objects around me and see if any of them could be, fundamentally, modeled using primitives, e.g., cube, cylinder, sphere, cone, etc. That is where we started in that class. We spent roughly three-weeks modeling objects using only polygon primitives, which gave us the foundation for 3D. From there, we moved onto NURBS, and animation, culminating in a short-film at the end of the class. So, I’d say, to reiterate, no, nothing really prepared me for learning Maya until the basics of using the interface was learned.
“Would I recommend Max over Maya…?” No. I would not recommend any particular 3D program per se because they are both phenomenal programs, each having their own strengths and weaknesses, but both staples in the CG/VFX communities. My personal preference may be Maya only because I am very comfortable using it, but I am very eager to learn 3DS and Zbrush because they, too, are important.
I look at learning as many 3D programs as I can like learning how to operate both an automatic and standard shift automobile, maybe even learning how to drive a motorcycle. One day, you may need to fill the shoes of someone who has an expertise is this or that platform. It never hurts!
For me, the basic requirements for either self-teaching 3D or going to a school are these: First, a decent computer is mandatory, a PC that can be upgraded as both your skills increase and the software demands more from it (3DS only runs on a PC, for example); Secondly, a decent 3-button mouse, and if you can get a used Wacom tablet (I did on eBay) - that is a plus, and lastly, software, software, software, software!
Whatever you can do to gain --legitimate-- access to Maya, 3DS, Lightwave or Zbrush, do so because learning the interface is half the battle. Lastly, I fully recommend getting a subscription to Lynda.com, searching for videos on YouTube, and joining other sites like this one to help your learning process, and ALWAYS have a project in mind to challenge what your are learning. There is nothing like finding a new problem and working towards a solution in 3D! My old Maya instructor used to come to me and say, “Really quick! Model a paper milk carton! Go! You have 10-minutes,” and then would come back and request to see what I did. In other words, constantly pushing yourself is how you learn both the software and the tools to get the desired effect. As a way to master polygons, I bought a Lego toy, modeled all the individual pieces, and then put them together in 3D, texturing, coloring, and rendering a final project. It was both fun and challenging, and it culminated in a finished project for my portfolio.
Please stay in contact. I hope this helps.