I see this question often and give different replies in different situations. For this I will consider scripting languages as a "programming language", though often they are not.
If your objective is to get in to web development, PHP is an excellent language to learn first. It is a more structured language that is used quite frequently in development.
Please understand that HTML/CSS are not programming languages. I saw someone mention CSS above and a bit of horror stirred up inside me. HTML, as the name expresses, is a markup language. This is much different. There is no use of logical flow allowed within HTML by itself.
Javascript is a terrible first language. I understand that a lot of people wish to learn this first because it's used quite a bit on the web. Unfortunately Javascript has a way of teaching very poor "coding practice". It is like saying you will not learn proper manners. If you transition from Javascript to any other language, it will likely be difficult as Javascript is very relaxed about some "rules" of programming as well as syntax.
If you're going to look in to being an actual software developer, I suggest either C++ or Java as they will give you an introduction to both software development and object oriented workings. Learning to work with objects is quite powerful but requires a bit more effort than working with scripting languages such as JS/PHP.