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I wish to learn free probability, and looking for a kind of program to learn it. Where should I start? Where do I continue? Which is the bibliography? and finally where do I start to learn free probability?

I'm familiar with probability theory, measure theory, and some basic functional analysis.

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A survey:

http://www.mast.queensu.ca/~speicher/survey.html

also worth a read:

http://www.ams.org/notices/200405/comm-nas.pdf

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The basic book is Free Random Variables

written by the founder of this theory--D.V.Voiculescu and his followers.

It is also helpful to learn the beautiful applications of this theory in von Neumann algebras, especially the free group factors by checking the following survey article--- Ge's report in ICM 2002.

Free Probability, Free Entropy and. Applications to von Neumann Algebras

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    Say, it has been a while since this response. Are there any new sources on Free Probability that are good.2017-08-20
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In addition to Voiculescu's book I also recommend Lectures on the Combinatorics of Free Probability by Alexandru Nica and Roland Speicher. It is perhaps a little more accessible and has a wider scope.