It really depends on what you want to do and your background.
If this is your very first time trying to get something done, and you want to create desktop applications, I'd suggest you choose either Python or Java.
Python is easier for beginners, as it is a very high level language (meaning you don't have to mess with any BS to make things work quickly -- but in more advanced settings it doesn't give you the necessary control over certain low-level stuff), and there is plenty of support and help from both the community (very active) and books (some free ebooks and tutorials are also available on the internet).
Java is somewhat more complicated for absolute beginners, since it's much more object oriented. this means that, even for your first applications, you have to write and understand some bits of code that seem completely unnecessary at the time but will prove of great importance once you want to develop more advanced applications.
Don't mess with C or C++: they are serious shit. A bit too serious for the beginners.
On a completely different note, you might even be interested in creating (dynamic) websites.
To build a web page, you only need to know a bit of HTML (and CSS). For example, you can create a page similar to Google: the google logo, some text and a couple of buttons.
Once you press the button, though, Google has dynamic pages that take care of your request (i.e. search the web for 'styleforum WAYWT'). So, to create a so-called web application, you can choose from Python (yes, again!), PHP and Ruby (on Rails).
PHP is the most popular language for we programming, and as such you will find (too) many resources to learn from. Its syntax may look strange at first, and is very similar to C/C++, without all of the hassles though.
Ruby on Rails is the big thing right now (and for quite some years). Pros: very handful, you can create a blog from scratch in a matter of minutes. Cons: whatever, I don't like it, I don't recommend it.
Avoid Perl if your goal is other than showing off with your geek friends.