When i wrote my first program, it was in Borland Pascal 7.0 (those were the days), after that ended up writting code in C under Borland C++ 3.1. After using them, it was easy for me to work with gcc/g++ + a text editor (vi,emacs,joe,pico,mc). It was almost the same thing except that the debugging part was a real pain.
If you are used to program under window$, first read the differences between gcc/g++ and the microsoft C compiler (there are some big differences from header file to how the memory is managed).
So the first thing to read is http://gcc.gnu.org
. Afterwards read about make files, configure files, cmake, automake, autoconf.
If you are used to Microsoft Visual Studio, then KDevelop or Anjuta is the best IDE for you. I mostly work with the latest KDevelop, it's very good, but has a bit of problems with the debugging part.
If you want to work with GUI than Qt (for programs under KDE, a lot easier then WinApi) or GTK (a little bit difficult for my taste).
This is for the C/C++ part.
If you want .NET, aka C# than take a look at the mono project http://www.mono-project.com
. Almost the same thing, but in some cases even better.
For Java you only need the JDK, JRE, Netbeans or Eclipse for the IDE part.
+ firebug as addon in firefox.
And as pixellany said, just dive in, enjoy and you will never go back at WinApi programming.