Java is a fantastic language to learn for your first. Not too little control, and not too much. Know as well that programming has nothing to do with a language, its only the tool used to implement that skill.
It is my recommended starting OO language. If your looking for procedural, I'd look at perl. If your looking at starting procedural and moving to OO, I'd go with PHP, though be warned that PHP is limited in usefulness to pretty much cli and web development only.
See this thread: http://www.codingforums.com/showthread.php?t=197636
I put a link to the Sun tutorials which are very very handy.