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If you already use one of the languages, you're more than halfway there. It does seem to be gaining momentum.
What languages are they asking for, or they don't care? If you use JavaScript, check out the ramda library.
Purely functional is hard-ish to learn, remarkably efficient to use on most things once you get comfortable, and extremely difficult to use on a few things. The only famous language that fully boxes you into functional programming though is Haskell. Runner ups like Scala, OCaml, R, F#, etc are more flexible, so you have an out that doesn't require reading research papers if you get stuck.
Can't speak to current demand, but I do hope your experience signals a change in the winds toward functional codebases. Historically, demand has been low. I guess the exception is R, but most of those jobs are analytics/research oriented rather than dev.
there's definitely a shift coming, but I think DS1 makes a good point. It was historically low, but I've been noticing a subtle movement towards functional programming as well
I think it's adaptable depending on what skills you currently have. Do you know any kind of programming?
When you do want to write a loop, write the thing recursively instead and use high order functions (look up what's available for your language of choice). Avoid side-effects in your code. Together, that's pretty much the difference.
Don't worry about the extra conceptually complicated stuff, odds are you don't want it in your codebase anyway. Great way to introduce bugs.