Start with a simple language that has simple concepts to understand. I first learned PASCAL in high school; it doesn't get much use in the real world but it's a solid and easy functional programming language. Visual BASIC was another easy high school course, that gets more use (I think you can make Excel macros with Visual BASIC so if you use Excel a lot, you may want to learn it for the application benefits). I liked both of those because I got to program fun stuff, like a game of Blackjack.
If you've gotten your toes wet with simple languages like those, you might then get into Object Oriented Programming (OOP), which is languages like C++ or Java, though you can really branch out once you understand the basics of modern programming and use a language that suits your needs. I like to use ActionScript 3, which is used for Flash, so I make Flash games with it. Also, if you've ever seen Dwarf Fortress, the creator says it's almost entirely written in C.
But basically it's entirely up to you what you want to learn based on why you want to learn it. If all you want to do is make a website, then learn HTML, CSS, and whatever other languages are specifically made for the web (I don't know). If you want to learn to make an app for your phone, look up what languages are proper for such things (I know you can make some apps in Flash, but I bet there's something more applicable out there now).
The key is really to have a goal in mind that you're interested in, because at the beginning, it can really be a slog when you don't know what you're doing. Having a great teacher really can't be beat. When I was in high school, my first programming teacher was awful, and I didn't really understand what I was doing, but the second teacher was amazing and I learned a ton and loved every second of it.
But of course if you're learning on your own, Google is your best friend. You can find tutorials on pretty much anything. Programming requires zero money to pay apart from the upfront cost of owning a computer. HTML can be written in Notepad, and I use a free program called FlashDevelop when I work with ActionScript and XML. I think Eclipse is a free program for Java and other languages, as well.
But to reiterate the main question to ask yourself: what do you want to accomplish by learning a language? What do you make to make with it? That will help narrow down your choices. From there, start by finding a supporting program, and Google "(language) tutorial". The website StackOverflow I think is particularly good for when you're running into an issue programming.