Haskell is just one of a number of functional programming languages. Others include Lisp, Scheme, Erlang, Clean, Mercury, ML, OCaml, and others. The common adjunct languages SQL and XSL are also functional. Like functional languages, logical or constraint-based languages like Prolog are declarative. In contrast, both procedural and object-oriented languages are (broadly speaking) imperative. Some languages, such as Python, Scheme, Perl, and Ruby, cross these paradigm boundaries; but, for the most part, programming languages have a particular primary focus.
Among functional languages, Haskell is in many ways the most idealized language. Haskell is a pure functional language, which means it eschews all side effects (more later). Haskell has a non-strict or lazy evaluation model, and is strictly typed (but with types that allow ad hoc polymorphism). Other functional languages differ in each of these features -- for reasons important to their design philosophies -- but this collection of features brings one, arguably, farthest into the functional way of thinking about programs.
On a minor note, Haskell is syntactically easier to get a handle on than are the List-derived languages (especially for programmers who have used lightly punctuated languages like Python, TCL, and REXX). Most operators are infixed rather than prefixed. Indentation and module organization looks pretty familiar. And perhaps most strikingly, the extreme depth of nested parentheses (as seen in Lisp) is avoided.
Haskell has several implementations for multiple platforms. These include both an interpreted version called Hugs, and several Haskell compilers. The best starting place for all of these is Haskell.org. Links lead to various Haskell implementations. Depending on your operating system, and its packaging system, Haskell may have already been installed, or there may be a standard way to install a ready-to-run version. I recommend those taking this tutorial obtain Hugs for purposes of initial experimentation, and for working along with this tutorial, if you wish to do so.