I personally prefer C++, C#, Java and VB.
Despite the post before me I strongly recommend to learn from the
beginning an object oriented language, so I strongly disagree with
"absolutely not C++".
I suggest you Java, because you can later use it to program for
websites, and because it is platform independant, your programs run
on any machine that provides the Java sandbox to run your programs
in.
Java is very close to C++ and C#, and there are excellent learning
programs out there, which explain very nicely the basics, like
e.g. "what is an object and how does that work".
A good start would be here:
http://www.greenfoot.org
Once you got the basics, you might want to use the free development
environment NetBeans. There are other free, and way more powerful
environments out there, but they are also very much harder to configure
and much more complicated to use.