Eh, it's a bit of an involved field. A proficient programmer not only knows how to instruct a computer to do certain things, but also understands how those things happen on the internal circuitry and knows how to make the necessary considerations accordingly. For the time being, I recommend you find some programming tutorials via your favorite search engine. Once you're comfortable making things that are functional, I can help you dig into the deeper stuff and get really good at it.
BASIC and its variants are by far the easiest to learn if you've never programmed before. C and C++ are nearly universally supported, so if you learn one of them, you'll be able to write programs for virtually any computer. What I suggest is finding an old copy of Microsoft QBASIC and learning some of the fundamentals to programming through that, then move to C to see how most of the world does things. You can dip into C++ if you want, but be advised that there are many features in that language that are geared towards productivity at the loss of performance--which results in programmers not really knowing what the computer does when they tell it to do things--so I tend to avoid it like the plague.
Well, I'll try and learn either C, or, if I can figure out what it is, the one used in Cave Story, because if I can find a way to look at the Cave Story script, I could change things a bit and see what happens to learn what effects what.