Well it's totally depend upon you.
if you want good result in your self then start with learning language(though python and Perl is great but if you love windows then i suggest c,c++), for web side just start with HTML and then PHP.
but during this you have to learn networking side bye side, because by learning networking you can understand any architecture easily. so networking should be your base.
and if you just want to do it for fun then no need to learn anything... there are lots of tools out there to do that.... just download and use it.
Python, Perl and C/++ has nothing to do with that OS you love. All of those works on all platforms.
There is, like already written in other topics around here, no full answer to this. Because, it depends on you. But hearing you like software exploitation, C or C++ is one way for you to start with. Since you already know a bit of C++, maybe you should jump to C. C and C++ is pretty much the same for the basics, but differs more and more the further you code. However, C will help you more than C++ can in case of software exploitation and code architecture.
My advice to you would be to start coding projects, not to hard ones to start with. Maybe even projects that are helpful, things you find a need for your every day to day computer life. The sky is the limit. Once you have a good feel for the language(s), read up on coding security, things like the forever standing bufferoverflow problem.
