I would probably treat this as a on-a-need basis.
But in order to understand what MIDI can provide, maybe concentrate on CC #1 (Modulation Wheel). If you understand it, you get the point of CC’s, which makes it easier to understand some of the “extended” CC’s later on if needed. Knowing how to use CC’s also puts you on the path of understanding Note Expression.
Also, SysEx (System Exclusive) can be interesting if you like to dump sounds via MIDI for recollection later. I USED to do this (back when synthesizers were made of wood) a lot, but have since abandoned this idea because of the slowness of MIDI. SysEx messages can be very big (MIDI transmission speaking) depending on how advanced (or convoluted) the sound structure of a synth is.
Absolutely my pleasure, Al.