I have found that far and away the most important thing that my Computer Science program at University has required of me is that I learn Unix. Both of the scripting languages that you mention (PHP and Python) are, in a sense, descended Bash/Shell, and you will find that most of what you will be doing with them is automating procedures that could otherwise (though less practically) be accomplished via command-line utilities like cat, sed, grep, wget/cUrl, etc. The internet is essentially built up around Unix paradigms (those "/"s in URLs: the Unix directory separator, and full URL paths are generally representative of the contents of an actual subdirectory -- the web root -- on the server. I'm sure I'm telling most slashdotters something that they have known since their early teens, but the question is being asked by a beginner), so knowing how to work a Unix (or Posix) OS like any one of the major Linux distributions will be invaluable for you and, I would say, should be your starting point.

Lots of stuff to be pleased with in the new SDK, but lack of half-decent audio/midi APIs still makes me angry. There was a perfectly functional javax.sound implementation back in m5 builds circa version 0.9 but Google pulled them for no apparent reason. What the hell...