szeretnék megtanulni magyarul.

The use of the "meg" prefix indicates completion, like in English when you say "I would like to learn Hungarian" you're implying that you want to learn the language, until completion. If you say it without the "meg," it just indicates that you would like to learn it for a bit or at some point, or maybe right now you want to do some learning. So it depends on what you want to say.