Which software should i learn CATIA or Inventor & Why?

If you're new to CAD software and is involved in mechanical engineering design, I'd suggest you start with Solidworks, as it is the main stream CAD software for mechanical engineers. Most people find its interface more intuitive. The current version of Solidworks has many of the features offered by Catia and Inventor.

Inventor if you can afford it.

i would prefer you solidworks. The reason most indians will tell you to learn catia is because of the hype any new software creates in indian market. You should avoid catia as your first software bcause its difficult to learn and is not used by most industies because of high price and lack of people able to master it. And designing in solidworks takes less time than catia, making it widely used by industry to save time.

My advice is Catia V5 R19 not V6.Try to learn lower versions then only you will understand 3D modeling difficulties.