It depends on your use cases, are you just going to pop up a message box? Are you going to develop an ERP? c# and delphi both have devexpress, so apart from delphi's execution speed being faster (in my experience) they aren't really that different. Delphi does require you to manually cleanup memory at finally blocks, unlike c# which does garbage collection. Delphi has a design-time mode which is unique among the languages and is able to show live data from a database while developing master-detail forms and grids.
I remember studying with Delphi, don't remember any specific advantage for studying compared to let's say Java. On the other hand I remember many things seemed illogical.