As I first language to learn to program, I think that java would be a good choice. It is reasonably easy to learn, avoids a lot of the messy stuff that is present in say C++, but is still broad enough to allow you to use and learn most of the necessary concepts in programming and object oriented design.
The easiest way to get started is to pick up a book from the library/book shop - one with lots of worked examples, and work your way through the book from start to finish. After that, come up with some program to make - doesn't have to be original, or even useful, just something that you think might be fun to do. Then go do it!
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