What language(s) do you already know? Do you know any languages, or are you starting from scratch? If you don't already have at least minimal programming experience it would be advisable to spend some time learning the basics whether you're planning to use an engine or not. C#, C++ and Java (someone very recently asked how capable Java is) are all fine choices -- personally I'd prefer to stay away from C++ if possible, but that's your decision.
Thanks for using my post as a referance