It really depends on what you want to do and learn.
Starting off with one object-oriented programming language and knowing it well will make it easier in learning new languages.
I started off with Java and it made it so much easier in learning new languages because you know all the concepts, you just need to learn the syntax and other minor differences. Java is a great for "learning" programming rather than learning a programming language.
If you are going towards web programming then you'll need to know the basics like XHTML, CSS, JavaScript, etc. Depending on what you want to do, you can learn other languages like PHP, AJAX, python, ruby, etc. If you want to go towards Microsoft's side then learning ASP.NET is another option.
For windows application, I don't really have much experience in that, but, you could learn WPF. You'll need to learn C# or VB to use it.
For mobile programming, it depends on what OS you are interested in.
Blackberry - based on Java
Android - based on Java (The android developers site is really useful)
iOS - Objective-C (primary one, you can use many others)
etc.
Good luck.