I would recommend reading a highly regarded book on the programming language you are interested in. To do this, go to Hacker Books (http://www.hackerbooks.com/) and search by what interests you.

Many people recommend Python as a good first language. This is what Eric Raymond suggests in his How to Become a Hacker essay (http://www.catb.org/~esr/faqs/hacker-howto.html): "It is cleanly designed, well documented, and relatively kind to beginners. Despite being a good first language, it is not just a toy; it is very powerful and flexible and well suited for large projects."