Hi Ken Teng, and welcome!
Basically, Greek material here - as xn mentioned - relates either to Classical Greek (that spoken by the ancient Greeks) and Koine Greek (the Greek of the New Testament).
However, within the category of Classical Greek there are several dialects with fairly substantial differences between them. Most Classical Greek learners here are either studying Homeric dialect (used by Homer in his Iliad
), or Attic dialect (used by most of the famous Greek writers: Xenophon, the philosophers, the dramatists, etc). Once you've got a solid base in Homeric or Attic it's not too hard to learn other dialects, but as for which one to start with - well, that depends on what you want to do with Greek! (If you want to study the dialects in chronological order, Homeric predates Attic by far.)
Yes, Greek is complicated, but I hear that Sanskrit is even more so!
Anyway, good luck with your studies - be sure to check out the Learning Greek boards, and feel free to post any questions you have. (Also be sure to download the SP Ionic font, if you haven't already, so that you can read and type in Greek characters.)