The language you choose doesn't matter so much. All of the major languages have great documentation and function libraries. Personally, I do my "playing" in (plain old) C. I'm yet to dive deep into Python but it seems easy to pick up - I know some people would mention Python as a great one to start with.
I think the best way to start, is just start. Your first few programs will be mere learning experiences, and you will pick up more things as you go along. The goal is to understand the concept of programming as much as the ins and outs of the particular language you use. You will also more than likely learn more than one language, and each will compliment the other.