well, mysql is a distinct thing from perl and python - mysql is a database system that uses the SQL query language (also used in oracle, postgres etc.). you would use mysql to store data, and sql queries to retrieve/manipulate it.

perl or python are programming languages that would be more or less interchangeable. they both can interface with mysql or whatever database your data is in. both can parse text files, do mathematical stuff, whatever.

for hardcore number crunching you might want to learn C or C++.

also, if you can't find a python course, just read thru the tutorial at python.org. you can learn it in a day!