Recurrent neural networks (RNNs) are powerful models used widely in both machine learning and neuroscience to learn tasks with temporal dependencies and to model neural dynamics. However, despite significant advancements in the theory of RNNs, there is still limited understanding of their learning process and the impact of the temporal structure of data. Here, we bridge this gap by analyzing the learning dynamics of linear RNNs (LRNNs) analytically, enabled by a novel framework that accounts for task dynamics. Our mathematical result reveals four key properties of LRNNs: (1) Learning of data singular values is ordered by both scale and temporal precedence, such that singular values that are larger and occur later are learned faster. (2) Task dynamics impact solution stability and extrapolation ability. (3) The loss function contains an effective regularization term that incentivizes small weights and mediates a tradeoff between recurrent and feedforward computation. (4) Recurrence encourages feature learning, as shown through a novel derivation of the neural tangent kernel for finite-width LRNNs. As a final proof-of-concept, we apply our theoretical framework to explain the behavior of LRNNs performing sensory integration tasks. Our work provides a first analytical treatment of the relationship between the temporal dependencies in tasks and learning dynamics in LRNNs, building a foundation for understanding how complex dynamic behavior emerges in cognitive models.