Just pick one that does not need much research to get properly installed. It’s about learning the concepts, especially in the beginning. At uni they made us learn two programming languages that have no use in real wold jobs to teach us concepts, one was even a functional one.

Python seems to be easy enough to begin with and useful enough with its libraries and frameworks to be the language for data scientists. That’s a good point to start at. As are ruby or java or JavaScript.

Nowadays Python is a good start, but you can't really go wrong with any of the most popular ones like Javascript, Java, C/C++ or C#.