Those are three very different variations. You would normally only learn one - the classical is the most aggressive yet least sound. The Leningrad is the most favoured by theory and the Stonewall if you like stone age chess and play people who can't quite figure out how to get around the pawn mass.
choice in the Dutch Defense

stonewall is the most popular. Probably you can buy book of J. Konikowski and O. Heinzel: Hollandisch - richtig gespielt. idk - maybe you can search in english or in polish - or if you speak german than you have easier searching

Pseudo-Dutch!
I don't like this opening because there are too many other options to play. Too much learning
I have a problem. I'm wondering which to learn first: Classical Dutch, Leningrad Dutch, or Stonewall Dutch. Any Advice?
The Stonewall is best in certain situations but is not playable in all. For example Stonewall is best vs the Catalan and also best when white does not develop their dark square bishop on f4 or g5 and keeps it on b2 or behind the pawn chain in non Catalan set ups but if you start with a stone wall move order white has ways to get the advantage by going for a non- Catalan set up with Bf4 which is hard to deal with. Classical and Leningrad are universally playable against everything. In answer to your question Classical is best to learn first as it will give you the foundation if you want to include the Stonewall and Leningrad which eventually you should.
Leningrad vs Levitsky attack (2.Bg5)
Classical vs London and classical non Catalan set ups d4 c4 Nc3 Nf3 etc and also vs English + d3
Stone wall vs Catalan, Veresov and weird white dark square bishop set ups where the bishop is kept behind the pawn chain
That is a lot of studying but it is worth it as it will vastly improve your overall understanding of the game.

I have a problem. I'm wondering which to learn first: Classical Dutch, Leningrad Dutch, or Stonewall Dutch. Any Advice?
The Stonewall is best in certain situations but is not playable in all. For example Stonewall is best vs the Catalan and also best when white does not develop their dark square bishop on f4 or g5 and keeps it on b2 or behind the pawn chain in non Catalan set ups but if you start with a stone wall move order white has ways to get the advantage by going for a non- Catalan set up with Bf4 which is hard to deal with. Classical and Leningrad are universally playable against everything. In answer to your question Classical is best to learn first as it will give you the foundation if you want to include the Stonewall and Leningrad which eventually you should.
Leningrad vs Levitsky attack (2.Bg5)
Classical vs London and classical non Catalan set ups d4 c4 Nc3 Nf3 etc and also vs English + d3
Stone wall vs Catalan, Veresov and weird white dark square bishop set ups where the bishop is kept behind the pawn chain
That is a lot of studying but it is worth it as it will vastly improve your overall understanding of the game.
Thank you very much for your answer
I have a problem. I'm wondering which to learn first: Classical Dutch, Leningrad Dutch, or Stonewall Dutch. Any Advice?