well, first of you might want to ask you the question: What do I want to create? is it games? is it just any desktop application? is it maybe web sites?
Visual Basic .Net usually is considered a basic and easier language to start with... it's not the language you should consider if you want to be a game developer, more like desktop apps
C# (.Net) is more powerful than VB.Net and I wouldn't consider it as a game developer language either. It is possible to create web pages with C# (and VB.net for that matter) with Microsoft's Silverlight technology where you use XAML to write the mark up and C#/VB to create the interactivity.
Java I would say is pretty similar to C#, if you know C# you could probably create pretty much any basic app in Java and vice versa. Java is cross platform which C# and VB isn't (it can be, but I belive it's more complicated, I have never actually tried). Java I guess is pretty good for both game and apps. you maybe have played Runescape, which is written in Java
C++ is a very powerful language but then, it's harder to understand. programs like Photoshop (and all Adobes programs I guess) is mostly written in c++ and probably most games too
so, if you're patient you might want to jump right in to c++ but else you should chose Java (if you are now considering those two languages)
and if you want tutorials google them

if you want books check out the "for dummies" series...
and oh, programs:
Visual Studio (express edition if you don't wish to pay or can't figure out how to get around it

) for VB/C#/C++
Eclipse or NetBeans for Java
Good luck