Start with NeHe to quickly get your first triangle on the screen. Do a few of the beginner tutorials there to understand the basic concepts of 3D programming. If, as you imply, mentioning OpenGL ES, you already know the basics of 3D programming (what are matrices, what they're used for, how different matrices are used to project vertices on the screen, what vertices are, etc.), then I suggest you don't waste time with NeHe at all, because it might slow you down (by teaching you things you have to "unlearn" later on).

Apart from that, I agree that the best way to learn it is by doing. A good first non-hello-world project might be a 2D game (or a 2D game engine). Using modern OpenGL for 2D applications can teach you a lot of the relevant concepts (buffer and shader use, for example), and it will be less daunting than a 3D project. Then, afterwards, you can apply what you've learned in doing a 3D application.