Forgive me if I am beating a dead thread, but I think this is an important thread for all who are wanting to get into programming (which can be fun believe it or not).
I honestly recommend starting off with Python, or Scheme. From there I would move to Java, then branch out to C once you are comfortable. After that I would touch C++. Then after that, it is your call, just keep in mind that all languages have their purpose and some are better for different tasks, such as PHP/Ruby/Perl/Python being good for web development.
Python is a multipurpose language that is very script-like due to the high order nature of it, and all the different ways of using the language. You can do beginner exercises, object-oriented programming, and even functional programming. The downside (and upside) is that all your variables are not held to a strict type until the program is called. The benefit is that you can create a variable and assign it any value. The downside in larger projects is that it is difficult to track the values for the various variables. I highly recommend if you want to touch a lot of different concepts without worrying as much on formalities.
Python resources:
http://www.python.org/
Scheme is a strictly functional programming language. What this means is that everything is a function, and you have to define the behavior if you are calling it. The way arithmetic is also somewhat different with the operator coming first then the numbers/variables i.e.: (+ 1 4)
Scheme resources:
http://www.schemers.org/
http://www.scheme.com/ (actual textbook here:
http://www.scheme.com/tspl4/ )
If you want to learn an interactive development environment, I recommend using Eclipse:
https://www.eclipse.org/downloads/ (standard option)
With the PyDev framework:
http://pydev.org/
Regardless of what language you are choosing, I recommend having this program installed:
http://notepad-plus-plus.org/
This provides syntax highlighting for a large number of programming or scripting languages, and it supports user written syntax highlighting, and you can download what others have created for this.
Hopefully this is helpful for those wanting to get started with programming.