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As a math major, you might enjoy Haskell. It's theoretically very elegant but also very powerful. Programmers often consider it to be hard, because it's quite different to other languages, but people have reported success in teaching it as a first language, especially to mathematically minded people. Learn You a Haskell For Great Good, which is free online, is a good place to start. Otherwise, I would second the recommendations of Python and [codecademy.com](codecademy.com).