Note that C++ (and C, and other lower-level languages) has some very strict format, memory allocation, and order issues that aren't as common in more user-friendly languages. It's something you can and should learn to deal with eventually, but it's tricky if you're also learning how assignment operators work. One thing that few people new to coding realize : learning the first language will teach you enough rules to get you grounded in that type of programming as a field, to the point where you can conceivably learn whatever language works best for an individual project*. Don't get too caught up in learning a single language to rule them all. My first lab language was C, but most of my field work involves C#, Java, or specialized languages.
Visual Studio Express, as RadBlaster33 notes, is very good for either for C# or C++. It's a very robust IDE, and the ability to literally step through lines of code as they're executed makes for a world of different from the classic compile-and-pray concept.
C++ is fairly rough as a first language, because it's compiled and fairly strict about its language parameters, so you're not going to find as many simple web tutorials.
Programmr is the one I've heard the most about, and while it has more depth on other languages, the C++ section is at least a decent competitor to the average community college class. Still not /great/, but it's an option. The best tutorials aren't quite as interactive.
LearnCPP is both very strong and covers a very broad range of topics, but it's a little more traditional tutorial than interactive-action.
As for other options...
Eclipse can handle either Java or Python, and while it's not as easy to use, it's still a lot better than manhandling mingw into place manually. Code Academy's does have a Python section that is pretty good, as does Programmr and a lot of other competitors. Python isn't as low-level as C++, but it will teach you the rules of object-oriented programming in a pretty English-language user-friendly form. It's a lot more capable of a language than you'd think, and most importantly, there are a
huge number of free tutorials.
You can also start with Java. It's not a very efficient language, but it's portable to many different architectures and operating systems and has the upside of very strong typing to help you avoid many common errors. The language (more technically, environment, though not as bad as HTML5+JS) has some structural deficits, but it's heavily used in a lot of industry, and enough so that it's not a bad investment to learn. Again, Eclipse is a good-enough starting IDE, and it's a nice tool to have. Coding Academy doesn't support Java, but
CodingBat has some very simple stuff, as does Programmr.
* There are a few exceptions : going from very high-level languages like Python down to very low-level ones like OpenGL or Assembly still take a lot of time, and goofy languages like APL take some getting used to no matter what you started out in. Imperative languages also won't help you much with 'functional' languages, or vice versa, although the latter are rarely used outside of higher education or very specialized fields anyway. Anything from C to HTML5+JavaScript shares enough of a root that the rule applies.
