You have been given lots of good advice. Perhaps you have a problem with a bunch (don't know where to start with sony vegas, or premiere. How to make explosions in after еffects, nuke, 3d max?)
I think it all depends on your desire and level on which you count.
If you just want to mount and add an explosion and you probably won't work, the sony vegas thing. It is relatively simple to learn, and explosions
can be found in youtube.
But if you still want to become a Pro, then Adobe Premiere Pro and Adobe After Effects for you. Why these two and not others? They were released by Adobe, because they have a similar interface and a function of timing.
But not less important aspects of learning, I believe, are good videos.
For example in After Effects suggest a course "Super After Effects"
, or to learn on the website videosmile.ru
there you can find some lessons on Premiere Pro. That's all I know, but maybe you'll find more.