C# is not a good idea for first-time programming. You'll become dependent on Microsoft platforms (Xbox and Windows) and will find it harder to make things cross-platform.
C# is C++ and Java with the Microsoft Difference - software lock-in to MS tools and platforms, poor documentation of advanced functions and obscure bugs that make it incompatible with any non-C# software libraries.
Game programming uses C++. That's the industry standard. You may find it easier to learn Java first - that's more forgiving than C++.