when i started there weren't the kinds of easy game frameworks and your choice for programming games was c++ or c++. i learned c++ first and through some kind of awful trial by fire i learned to code and learned a thing or two about memory (bloody pointers!). its a great language to know but for a first one i'd have to say c#.
there's a few languages with their own syntax like vb.net which uses the old BASIC syntax and python which is really weird, but learning a c-like language is good because a lot of languages use c's syntax. learning c# would make it easier to learn
-c
-c++
-unrealscript
-LUA
and probably a bunch more.
there is a LOT to learn, but don't worry, most tutorials for learning languages go through it slowly, building on each concept until you have the full picture. just follow one of those guides for a while until it clicks, eventually you'll just go oh, i get it now! and you won't need a big language guide anymore, you'll just refer to reference docs when you need help (everyone does this). when you feel like you're at that stage and can take on a project of your own, the fun begins
think of something simple. my first program i did all on my own was a c++ number between 1-100 guessing game running in the command prompt. then i used allegro to make a naughts and crosses game. then once that worked i made a half life 1 mod, it was awful but after i'd done work on that it became easy to just check out new languages and APIs and be able to actually do something with them.
play around with c# and do some stuff with console input/output (so like, in the command prompt in windows, terminal in linux/mac etc) and when you're done check out XNA. its on the way out i think but XNA is really easy to use for 2d games. make some simple 2d game maybe? don't go too ambitious, you want something you can get done, the reward that this stage isnt the end product, but the experience gained doing it.
unity and udk are good if you want to experiment with 3d once you can make a 2d game do stuff. udk gives you unreal tournament 3 as a starting point and the engine is very powerful and flexible. unity is more bare bones out of the box but its more of a framework for making an engine rather than an engine with a framework for making a game like UDK is
