Hmmm, I started with Basic, which was an awesome starter language (and yes, thus dates me a bit). But after that, C++ was not difficult at all.
If you just want to be able to make something, Visual Basic is good because it's easy enough to use that you feel like you're accomplishing things right away. But it WON'T give you a solid grounding in how to program.
Depends on what you want to do.
I haven't done Java though, so maybe the others are right about it being easier than C++, I don't know.