Beginners programming

I'm sure you have seen this thread a million times, so once I get a satisfactory answer I will let it die/sage

What should the first language I learn be?
What program should I write it in?
What's the best compiler for the language you are advising me to try?
Should I do my work on Linux or Windows?
Best book, or site that will teach me the language?
Any other thoughts?

I wanted to say thank you to Microsoft. Visual Basic has made IP tracking simple and painless. In less than a week we were able to “run” IP-fingerprints against a Microsoft SQL Server 2008: Enterprise with speedy results. That is why we have chosen Visual Basic for our IP tracking.