There are two main programming languages right now that are being used. There is the C Family (C, C++, C#) and there is Java. C++ is the most common and is used in most applications though Java is becoming more popular. You can do a google search and find a lot of programming tutorials. You will also need a compiler ( a program that translates the code into machine language). For I free C++ compiler, I suggest Dev-C++ made by Bloodshed Software (
http://www.bloodshed.net).
If you are new to programming, I would not start learning with C++. Its too complex for someone just learning the ropes. I would start with something simpler such as Visual Basic or Pascal. Sure, they may be boring, but they will help you get a better grasp of the way a programming language works.
Don\'t expect to do anything graphical for a long time (if you are using a language other than Visual Basic that is). That gets into how the operating system you are building the application works... and thats no fun. I know C++, but am struggling to learn how to take it out of the command prompt and into a visual aspect (Open GL, DirectX,etc).