What language are you looking to learn? If you have not decided or it does not matter then I recommend Python. If you are completely new to programming Python is a good place to start as it is fairly easy to understand.
If you want to go with Python then there is a wealth of free information online for all experience levels, completely new to programming itself on up to expert programmers. Python.org is a good place to look.
Google also has a good class available online at http://code.google.com/edu/languages/google-python... though it might be a bit much if you are completely new to programming. Still it is a nice challenge.
Once you get the basic concepts down then it will make it easier to learn other languages as there are things that are common to programming itself and not language dependent.