I recommend starting with C or C#, Java is a horrible mess. If you learn C, you can learn almost anything else because you'll learn how a computer really works at the same time.
C# is easier to learn than C, it should be a much easier introduction. The only disadvantage is that it's not as multi-platform as Java.
Having said that (and feel free to ignore the next two paragraphs until later):
The most important part is that you learn the logic behind programming, which will allow you to learn new languages faster and easier. The end objective should be to think about programming abstractly, rather than focusing too much on a single language.
After you have learned some programming and solved some small-medium size programming problems, I recommend you get an "algorithms and data structures" book to get into the really important part of programming... but you can always come and ask questions about that later.
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