As a kid I messed around with ZZT (a cult game with a now-dead community that had a VERY rudimentary scripting language called ZZT-OOP) and Qbasic. I learned HTML.
My first foray into "real programming" was Java, and it went very well. It's an excellent introductory language. It led to me pursuing a computer science degree, where they started us off on C++ and later C. In my internship, we used C#, and my first job out of college (which I've been at for 1.5+ years) is C# as well.
C# is the predominant current language of web applications development. Compatibility issues aren't a concern here because it just runs on the server. You can use it to write any other kind of application too, and as was mentioned, XNA is a toolset developed for C# that lets you write games. I find C# very intuitive. It is Microsoft's answer to Java.
In short, objectively I'd recommend starting with either C# or Java, and of the two I'm personally biased towards C# because it's been so very, very good to me.
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bokonon get your sense-making the **** out of this topic now - Cat1001
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