Which ever language you pick, there will be a book which will be recommended as a good place to start. Most of these will be the kind "Teach yourself <name> in 21 days" or such, these books are very good, as they start with a program which is one of the most simplest programs to day 21 where its much more complicated. However, it will never be the answer to everything, so really, along with your learn whatever in 21 days, you need to buy a good reference book - often there is one with the language itself, however, some free languages such as GNU C don't, so, its best to hunt out one specific for the language you have, so don't buy a Microsoft C book if you have Borland. Yes, they are very similar, but they aren't the same and the Microsoft one will talk about stuff that doesn't work in Borland's and visa-versa.
The biggest problems come when you start making your own programs once you have made the book, and everything it said made sense. However, now it comes up with an error that doesn't mean anything, or you don't know which word to type in the help file to guide you to what code you need to write. Its then its best to join a newsgroup, there are newsgroups for everything, and I mean everything. There will be at least 1 for the language you pick. Join it, there will be people of all levels asking very basic questions to complicated questions which may still mean nothing to you having read the book. When posting your questions until you feel confident that you can write most things point, out to them that you are new to the language, they will have more patience with you. Think your question out very carefully, if some code is failing and you cant see why, see if you can get it down to a few minimal lines of code and perhaps post them and ask if someone can help you and say, the following code is causing this error and you don't see why, with an explanation of what the code should be doing. In case they think of a better way! As it could be an error in your logic.
Once you have conquered once language and feel that you could write almost anything you liked in it, you will find that another language will come much more easily to you, some more than others.