My advice Just dive right on into c++ or java its prolly best to learn an oop language since it does contain procedural concepts. and I wouldn't suggest trying to build a gui until you have a good concept of programing cli.
java might be better since it does contain the libraries for simple drawing. I personally prefer c++ but java is probably better as a learning language.
I think i'm just going to jump into c++. I have a c++ book from sams and the example look like there for windows. Would they still work?? and if it does how do I compile and run it?? i'm a linux newbie