An introduction to SQL 

I fiddle a bit with SQLite3, using a command-line interface. Of course, there are also GUI apps to work with such data (I like "DB Browser for SQLite.app" on my mac, for example). Plus, you can hook up to SQLite3 databases (and other types as well) with R, python, etc.
An advantage of SQLite3 is that the files are just normal files that you can move around, etc. There's no need for a system administrator to set anything up for you.
And SQLite3 is very popular, making it easy to get help