Ultimately, the language you pick does not matter.
But it will have some serious implications on how you get there.
Python
Pros: Very straightforward to learn, clean structure. Fantastic 3rd party support.
Cons: It's a high level scripted language; don't expect bleeding edge performance.
Python is a great place to begin. It will offer a sandbox where you can easily master the concepts of variables, arrays, conditionals and loops, functions, classes and all the basics. The interactive mode makes debugging very trivial. The language is generally considered the de-facto training language; it replaced Java at my university. And it's powerful enough to do almost anything. Anything you master in Python is transferrable to any other C-like language.
Python has some of the best library support out there. There is a library for anything; from game development to advanced sound processing. The hard part is finding which library you want, the sheer range of options is sometimes a bit daunting.
At the end of the day, it is a high level scripting language. Usually this doesn't matter too much, but at the end of the day every instruction matters if you want bleeding edge performance. This is why C/C++ is still the major game development language. Still, you can get very far with Python, and it's not wasted effort to go there. Quite often you will find AI and tools to be written in high level programming languages like Python, while the main game engine is written in C/C++.
Learning difficulty: Low(est)
Setup difficulty: Medium. Need an interpreter.
Javascript
Pros: Very slick language.
Cons: Javascript's browser integration makes grown men cry.
Let me state the improbable first. Javascript is my ideal programming language. The syntax is c-like, yet it contains all the powerful features you ever wanted. Javascript is a fantastic language, and it runs really fast in all browsers. Unlike Python, you don't need that interpreter to run your game; you have the browser to do this. This means developing javascript programs is incredibly easy. The only setup you need is a very simple web page.
At least that's the theory. In practice you will be limited to operating in your browser. I don't mind browser games, and the stuff you can do in javascript far exceeds what you can do in adobe flash. But sometimes you want a standalone app, and javascript can't really offer it. Also, each browser is slightly different. And that means your game is slightly different for every browser. You'd imagine this would be a solved problem in 2013, but not so. You still need to relate to the Browser "Document Object Model (DOM)". And that part of javascript sucks donkey, being designed by the same people who thought a TV remote should have 120 buttons and use 14 different standards.
Learning difficulty: Low, medium for the DOM
Setup Difficulty: Negligible if you know some HTML, far steeper if you don't.
C / C++
Pros: SPEED!
Cons: With great power comes great responsibility
If you want total control of your computer, you need to learn assembly. In theory, assembly allows you the maximum performance possible, as you can optimize anything. However, learning assembly is a pain in the ass, and it is such a low level programming language that it's hard to actually do anything; even the simplest operation can take a day to program. Also, compilers are so good today that assembly programming is usually just wasted time. Your compiler can always outdo a human when it comes to writing optimal code.
This is where C comes in. You write program code that the compiler can easily translate into machine code, almost in a 1:1 fashion, with little to no middle layers. And since C is a higher-than-assembly level language, you can easily do a days worth of assembly code in 5-10 lines of C code. Learning assembly is a great skill to have. But I wouldn't want to code in it. That's why I code in C.
C is IMO the ultimate programming language. With C you not only have to decide what you want to do; you also have to decide how it is done. If you pick the right "howto", you get code that translates into the fastest machine code equivalent, and that means the fastest possible game. But if you pick a poor algorithm, operation or scheme to do things, you will run slower. C gives you the power to do exactly what you want. If you wanted the power to shoot yourself in the foot; C will happily oblige. To master C, you need to not only consider what you want to do, but also how you want to do it. This is true for most languages, but C in particular. Writing code in C takes a little longer for a beginner as a result.
C doesn't do anything for you automatically. Higher level code like Python f.ex does garbage collection; whenever you stop using some memory it will be reclaimed and can be reused. In C... that memory is just lost (a memory leak). You need to actively consider when memory is done being used, and actively free it. That's an additional burden on the programmer. But since you can explicitly control where memory is allocated and freed, you can ensure that no unnecessary garbage collection takes place. As a result, C programs just won't have lagspikes where garbage collection occurs as a result. There is never any hidden side effects!
The biggest problem of C is that the libraries out there are kinda messy. The standard C library sucks, and is widely considered to be misdesigned on many levels.
C++ seeks to redeem the issues of C. And it is widely considered to have worsened the deal. Mainly it adds additional functionality to C - things like classes, exceptions and inheritance. This makes it easier to do higher level stuff, and it also means more things happen automatically for you, so that you don't have to consider them when coding. However; that directly contradicts the main benefit of C - no hidden side effects. Where in C it is easy to shoot yourself in the foot, C++ offers you easy limb-amputation functionality. It's easy to find an error in C code. It can be a royal PITA to find an error in C++ code. C++ also has some really awkward syntax. I like C. C++ is great if you avoid the murkier parts of it, but I wouldn't want to start there.
Learning difficulty C: Medium
Learning difficulty C++: Medium, if you have mastered C. Otherwise hard.
Setup difficulty: Medium. Need to care about compilers and stuff.
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To the OP: I recommend starting with a simple tutorial in pyhton. Learn what a variable is. Learn what an array is. Learn what an if statement is. Learn what a for and while loop is. Learn what a function is. Learn what a class and object is. Make a very small text based adventure game or something.
"You are in a room with low light. Go north or west?"
Then make yourself a pong game in python. It's a great learning experience.
Once you have that down, try out C. Do the same.