I'd recommend not going to Java from the bat

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Start off with something easy so you learn how programming works. See, those who have any experience think it's just there... but I remember my first days... I really didn't understand shit.
So I'd say your best bet would to read... a lot.
Or more so, watch some YouTube videos. My language of choice is PHP because it covers just about every aspect of programming, and it's easy to learn/common sense. Everything is pretty loosely stated, like with Javascript.
So, your first start should be:
w3schools.com
Of course, getting a website or something would take money, unless you go for a free site, so if you are looking into just raw application programming, then I would suggest c++ to start with.
But really right now, what you should be looking into is more of understanding how it works, why it works, and what you can do to make it work. DarbySniper would want me to refer you to a scheme manual, and that's not a bad idea, but I'd just say learn the fundamentals. Hang around some programming forums, etc.
Without an actual example of expertise, I can't tell where you should start if you already know something.
So here's a nice list of how it should be done:
Complete Noobie:
Google. The best place to start is too look up "Fundamentals of Programming", and understand them. Browse around, familiarize yourself with it.
Not Complete Noob(Understands how it works):
YouTube Search "Programming Tutorials"
http://w3schools.com
and then Yahoo Geocities

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Beginner:
Programming Forums (
http://codingforums.com http://kirupa.com) <very big prog forums. Hang around, ask questions, develop in your language of choice, get help, and grow. Make sure you stay on top of updates, changes, and the lingo of course. Programming isn't just a profession, it's a lifestyle.
Intermediate:
Start a website/Develop a larger program. Maintain it, advertise it, get opinions, and keep building. Remember to stay on top of it, and keep it going. If you stop, you will lose a LOT of knowledge. It's not like riding a bike, if you don't look at your script for a month, you'll forget what everything is... sometimes.

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Expert:
You decide

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Hope that helps?