Honestly, it depends on what direction you're trying to take. Are you doing this for fun? Or are you hoping to have a career in this?
If you're just doing it for fun, choose the easiest language like Visual Basic/VB.NET. You can branch off of there and learn ASP.NET to extend to web-based development, I'd imagine it would be pretty easy.
Now, if you're going for a career path, I reccommend starting off with either C++ or Java. Honestly, Java is more fun to learn. You can make GUIs with any programming language if you try hard enough. Personally, I'm a Web Developer, so I don't particularly dabble around much in this nature of programming - Just seems like a really boring job to have unless I'm working for a popular program-based company like Skype or Symantec. Typically when people give reccommendations I always get answers that I don't particularly care about. I care about what's going to be more "fun" to learn.
Can't go wrong with Java though.
I don't see ASP.NET used much in web development personally (as in web guys I know), but I hear it's fairly popular. Wouldn't that be more of a Windows language since Visual Studio is primarily a Windows IDE? (though I know it can obviously be deployed in other operating systems since browsers aren't really platform specific)
Career wise why do you recommend C++? Companies are branching off into different languages these days like Python or even self-made languages (Mozilla - Rust, or Google - Go).
I agree with you on Java being a good career language because it's a language in use on a lot of platforms these days including Android/Mobile. I don't use/know it, but industry wise it's still pretty booming.
Also, I hold a different opinion than you on programming being boring lol. Web dev is actually probably a lot more boring IMO unless you're into the design aspect (HTML, CSS, etc. are all generic "languages" and not very fun to do due to lack of structure). Backend or security can definitely be fun but otherwise the managing of websites, browser optimization, etc., are all kind of tedious.
I don't know how fun it'd be working with Skype or Symantec since their work is mostly focused on their flagship software (Skype client and AV), but I know the pay would be pretty generous -- money is kind of fun in itself.
Just curious, is there anything about Java that stands out to you as to why you think it's "fun"? It's a language that's never really interested me but I'd probably give it a shot in the future.