That is where i'm facing problem. There are hundreds of programming languages and i don't know which one to learn first.
Some say java, some say python and others suggest Ruby....
Start simple. I will suggest you python because it is relatively easy to learn, and the Python built-in library has support for a lot of things including Internet Data Handling.
I started with c++, it has been daunting. There are so many third party libraries and so much confusion that you'll be left directionless if you do not have proper guidance. It has been frustrating to the point that I lost all the motivation.
The main thing about C++ is, once you get used to the colorless, console programming, you have no idea where to go. There are too many third party libraries to be confused with, all with their own advantages and drawbacks. Not to mention the amount of lines the c++ code even to do a simple thing. Long story short, I taught myself web languages then, PHP/JS to be precise( html and css are not programming language).
As for JAVA: not really my cup of tea. I would not suggest anybody to have it as his first language. C languages and PHP share a similarity in syntax that JAVA doesn't.
Anyway go with Python, did I tell you that it can be used as a web scripting language and replacement for PHP/ASP too?
Oh, and allow me some leeway, for I have forgotten the main point. The language you choose depends on what you want to do. Python can be used for almost everything. Most people start learning programming because they want to develop games, they start with some confusing language and then end up shrugging of the idea *too stupid to develop games*. Though C++ allegro makes stuff easy but Python's PYGAME is much better.
If you want to target mobile devices then go for JAVA, the main market is of android these days and java is the answer to android programming. Or OBJ-C if you want to go for iphone app development.
Or just choose a web language like PHP (I highly recommend this over ASP), if it is web that you mainly want to target. Really easy to learn and you will see the results with very little code.