I have worked at a job where ColdFusion was used with Oracle as backend. I was the DBA and never worked directly with ColdFusion, but they do work well together and there are probably plenty of jobs out there for it.

If you have already had experience with Web design, I would think you'll be fine. Go for it!

I dont' know what training is out there for ColdFusion, but I've been told it's fairly easy to learn. As for the Oracle end, learn SQL and PL/SQL, if you don't already know it. SQL tuning and optimizing is critical in deploying an effective application system. Learning the basic architecture of Oracle would be beneficial too. Those would be the places I'd start if I were you.

Good luck

Maachan