A lot of the other responses here focus on what language to choose, but not what to do with it. So pick a language - Python is good, Ruby is good, PHP if you want to work with web sites, C# if you want to work with Microsoft stuff, Swift if you want to work with Apple stuff. And then:
- Sign up for a free Github account (https://github.com).
- Start working through the Advent of Code challenges. (http://adventofcode.com) They're a set of 25 two-part challenges posted in December 2015 and then another set in December 2016. I recommend starting with the 2015 set (because I think it was more straightforward). The reason I suggest these are that they are problems with specific solutions (you'll know when you get them right), they will make you learn how to solve problems in your language of choice, and there are a lot of posts on Reddit (https://www.reddit.com/r/adventofcode/) with tips for each individual challenge. There are other programming puzzles out there, but Advent of Code is a good collection of challenges in one place.
- Post your solutions on your Github account. This will get you familiar with using Git. It's a good skill to have.
- Tweak your solutions if you'd like. Find a way to write more concise code? Want to practice documenting better? Interested in optimizing your solutions to run faster in less memory? There you go.
- If you ever want to use your new programming skills for a job, link to your Github repo from your resume. It will let people clearly see how you code.