I think you should just use mx2004 if you are only starting to use flash, it would make it easier to learn.
Although, I don't think flash 8 and mx2004 make much difference, both have actionscript 2.0, the most common difference used frequently, I think, would be improved text rendering and movieclips effect (drop shadow, glow, blending so on). And of course, different file formats. If you are just getting started and not diving into the deeper end of actionscript (such as using classpaths, custom objects) you will be fine with mx2004.