I've just finished a bachelor in Game Development(the programming,not the design which Faint mentioned).
When choosing the language you should understand that games are programmed in two ways.
Engine code.
Scripting.
Engine code is the code that builds the engine(handles pixel transformations, lighting calculations, loading in models).This is hard as fuck, is generally coded in C++( DO NOT START WITH C++, its very difficult and takes at least a decade of experience to use safely and well(anyone who says otherwise dosent understand the damage a non memory managed language can do).
Scripting code is the code that determines an entities behaviour, this is generally written in a lighter,easier to use language i.e one that designers can be trained to use.Examples would include my favourite language C# as well as Lua,Python and UnrealScript.
I would not recommend Java as your first language as it is not used much at all in engine code and very seldom used as a scripting language.CMy stock recommendation for people is to check out C# and XNA. Theres loads of tutorials and even starting from scratch you should have a basic 2D space shooter in a day.
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