It's OK to start-out with C++
Disclaimer: I don't know Visual BASIC.
Visual BASIC makes Windows applications. GUI-Windows programs are complicated... Lots of "overhead" code. Most, or all, of the Windows stuff is done for you with Visual BASIC... So, you can write programs without really understanding what's going-on. If you want to create cool looking programs with a nice GUI interface NOW, this is the way to go.
Command-line BASIC is easier to learn than C++. (I do know and use use command-line BASIC... we have some old programs and old equipment at work.) It's a good first language to learn the basics like variables, loops and branching... but it's not very popular.
If you want to "learn programming", C++ is probably the best language. (No bias here on the C++ board! :) ) I believe it's the most popular, most universal, and most portable language. However, it will be at least several months before you are ready to write Windows programs... if that's what you want to do... Note that there are no graphics, mouse, or sound, in standard C++. (All of these features are compiler and system specific.)
Check-out the Programing Tools and Tutorials here at cprogramming.com. I suggest that you start-out with a free compiler and the online tutorials. Then if you're still interested, you'll need a book (or two, or three...), and you can buy a compiler if you wish. (Many programmers here are quite satisfied with their free compilers.)