Just pick one and follow some tutorials. Really, it's just that easy.
You can't get started without getting started. Reading articles and watching videos don't really do any good unless you can apply what you have learned.
Java, C# tend to be the starter languages. If nothing else both should help you get the basic object oriented programming stuff under your belt. Once you get that down and start learning patterns, languages don't matter as much anymore.
Given your familiarity with SQL, I might suggest taking a stab at C#. SQL knowledge will come in handy later on if you want to stick with it.