There are a lot of people who are going to tell you to start with Visual Basic. Do not start with VB or VB.net. VB is not an ideal language for at least two reasons. First off, it is not portable. Secondly, the programming habits it teaches are not portable either. In my experience, many bad programmers are created as a result of VB. I am not saying that there aren't any good VB programmers or that VB cannot create a good programmer. I am just saying that in my experience, and the experience of the places that I have worked, VB has a less than ideal effect on would be programmers and existing programmers.
If you would like my honest opinion, a language like PHP or Python is ideal for a beginning programmer. Both are portable languages and will get you off on the right track to becoming a great programmer.
C/C++/Java - Too complex for an introductory language. C++ is seen as difficult/complex even by hardened programmers.
Perl - Where to start with Perl... I respect Larry Wall, I respect Perl's text manipulation and parsing abilities. However, it is not a language for a new programmer.
The two roads below outline possible paths.
PHP -> Java
Python -> Java
PHP and Python are just fun languages. They are fun to learn, and fun to program in. I really enjoy both of them and they have made great learning languages to the people that have taken my advice.
Once through PHP or Python, you have a decision to make. You need to move up to a "full-fledged" language. The 3 choices are naturally C, C++, or Java. If you aren't doing systems programming or OS development, C is thrown out right away. If you are writing mission critical programs that require a lot of speed, and are quite complex... C++ is often used. C can be used as well but for complex tasks C++ often simplifies your life through the Object Oriented aspect. This leaves Java for the rest of the things. Most applications should
be written in Java, at least that is my thinking right now. It may change in the future.
Java is a great language to pickup. It's popularity is increasing daily. Countless C++ programmers have turned to Java as a language of choice. Much more platform independent than C or C++ and another fun language to program in.
If you absolutely despise Java for some reason, do not worry. C and C++ are not going away any time soon. Learn one of them instead.
Now that we have the languages taken care of, you need to begin learning. My advice is to not
learn from online tutorials. You need
to get yourself a good book if this is your first time at programming. Don't find some cracked e-book online either. Get yourself a physical book. Take it with you, and read it wherever you can. If you would like someone to recommend books, just ask.
Lastly, do not give up. Programming is an adventure into your own creativity and understanding. Many people give up because they find it too difficult. It is not that it is too difficult, it just requires creativity. Stick with it through the problems, you will be plenty satisfied in the end.
I am sure I forgot a few things, so ask questions.