JavaFX has become a part of Java and will remain so for some time, maybe forever As it's in its infancy, there will be a period of growth and rapid change, but what I've seen so far has been positive. It can't hurt to learn Swing and its underlying architecture as that will help you understand JavaFX and could be a useful stepping stone.
I've learned enough JavaFX to be dangerous, and I like it, but I've also hesitated abandoning Swing and switching to JavaFX completely, because as of Java 7, JavaFX is still maturing, not done, unfinished. Maybe it never will be finished, always improving, and that's a good thing, but I'd like it a bit more mature with some of the admitted missing features added. Perhaps the maturity I desired will come as it exists when Java 8 is released, but I'm not sure. I'll take another look at it then and see.
Gather information and you decide which to use. Swing has been around for a long time, there are many tutorials on the web, it is well documented, and there are many people able to help you. JavaFX is cutting edge, still in development, the tutorials few, documentation probably as good as Swing's but still growing, and the user base small. Both will be a challenge to learn and master.