When you learn SQL Server which might be T-SQL, SSIS, SSRS or SSAS then knowing difference between various versions can be very uiseful, as in most cases there are not that many!
In our we recorded most video using SQL Server 2012 and new ones using SQL Server 2016, however 95% of them will apply to all version starting with SQL Server 2008 R2, there are exception which I will clarify in this article.
Studying from exactly the same version is ideal, however there is little differnence, it's usually best to stick to your favourite teacher or videos and just go with better quality learning instead exactly the same version.
Different vs New
First thing to understand is the difference between "Different" and New. Different is where the same feature is modified and that is actually very rare because of potential compatibility issues therefore Microsoft will either introduce new feature or remove (deprecate) a feature, this also applies to data types and any element that is part of SQL Server components.
The exception to this rule would be User Interface (graphics) which changed slightly or SSIS in 2012 and more siginifcantly for SSRS (Report Manager) in 2016, however don't be discouraged by this as most options are either in the same place or are easy to find.
In other words the only thing you need to bear in mind are "New" things, so if you use previous version and you don't want to learn about feature that exisit in new version, you simply skip a lesson.
Versions of SQL Server
Let's start with SQL Server 2005 which was re-written in many aspects (SSIS. SSRS, SSAS) which means lessons from SQL Server 2005 onwards will not apply to the very old version of SQL Server like 2000, which are used most likely by less than 0.1% of cases.
Next version was SQL Server 2008 which also had a a few updates, and then minor release 2008 R2.
If you have choice I would consider SQL Server 2008 R2 onwards as from this point in time everything is very similar.
We then have SQL Server 2012, 2014 and 2016 with very minor changes when it comes to learning.