The biggest barrier for beginners is usually getting an environment working that is transparent, to allow you to get to grips with the actual programming ideas (which, in the beginning, are relatively simple).

For that reason, you might consider playing around with JavaScript, where the effects of your changes are just a "refresh" away. Get hold of jQuery and play with the tutorials, maybe. (Install Firebug so you can see what's going on in your code)

Javascript can actually be a real app since you can store information in an SQL database on the client (in the latest browsers). My first iPhone app was actually a JavaScript page that stores data in SQLite, and uses a CSS template to look just like a native app (it's a Hacker's Diet implementation).

But fnid is right: fundamentally, you need a problem to solve. It's most fun if you implement something that is directly useful to you.