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XiXiDu comments on Open Thread: March 2010 - Less Wrong
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Processing and Lua seem pretty exotic to me. How did you hear of them? If you know people who use a particular language, that's a pretty good reason to choose it.
Even if you don't have a goal in mind, I would recommend choosing a language with applications in mind to keep you motivated. For example, if (but only if) you play wow, I would recommend Lua; or if the graphical applications of Processing appeal to you, then I'd recommend it. If you play with web pages, javascript...
At least that's my advice for one style of learning, a style suggested by your mention of those two languages, but almost opposite from your "Nevertheless, I want to start from the very beginning," which suggests something like SICP. There are probably similar courses built around OCaml. The proliferation of monad tutorials suggests that the courses built around Haskell don't work. That's not to disagree with wnoise about the value of Haskell either practical or educational, but I'm skeptical about it as an introduction.
ETA: SICP is a textbook using Scheme (Lisp). Lisp or OCaml seems like a good stepping-stone to Haskell. Monads are like burritos.
I learnt about Lua thru Metaplace, which is now dead. I heard about Processing via Anders Sandberg.
I'm always fascinated by data visualisation. I thought Processing might come in handy.
Thanks for mentioning SICP. I'll check it out.
I'm going through SICP now. I'm not getting as much out of it as I expected, because much of it I already know, is uninteresting to me since I expect lazy evaluation due to Haskell, or is just tedious (I got sick pretty quick with the authors' hard-on for number theory).
SICP is nice if you've never seen a lambda abstraction before; its value decreases monotonically with increasing exposure to functional programming. You can probably safely skim the majority of it, at most do a handful of the exercises that don't immediately make you yawn just by looking at them.
Scheme isn't much more than an impure, strict untyped λ-calculus; it seems embarrassingly simple (which is also its charm!) from the perspective of someone comfortable working in a pure, non-strict bastardization of some fragment of System F-ω or whatever it is that GHC is these days.
Haskell does tend to ruin one for other languages, though lately I've been getting slightly frustrated with some of Haskell's own limitations...