What programming language to start with?

The number one thing you can do to learn programming is to come up with a project you want to complete. Have a purpose. I started because I wanted to make Minecraft mods.
The second thing you should do is buy and READ a highly rated programming textbook. It's boring. Very boring. but you will learn a ton this way.

Everyone is saying go for python. IMO you should start with python for only a few weeks to learn some basic concepts, then move on to C++/Java. Sticking with Python for too long will get you in bad habits and will stunt your growth.