It depends on how much programming knowledge you currently have. If you want to just learn how to program, I recommend starting with Python, or Haskell if you really like math, or the particular language which lets you do something you want to be able to do (eg Java for making simple games, JavaScript for web stuff). Erlang is a cool language, but it's an odd choice for a first language.

In my opinion as a CS student, Python and Haskell are glorious, C is interesting to learn but irritating to use too much, and Java is godawful but sometimes necessary. The other advantage of Python is that it has a massive user base, so finding help for it is easier than for Erlang.

If I were you, I'd read Learn Python the Hard Way or Learn You a Haskell For Great Good- the second of those is how I started learning Haskell.

If you're studying a language to learn from it, then the choice of language depends on what you want it to teach you.

Erlang and Haskell are similar languages, and mostly teach the same things: purely applicative (“functional”) programming and high-order (also called “functional”) programming. Erlang also teaches message-passing concurrency and live patching; Haskell also teaches laziness and modern static typing. I've found Haskell more educational than Erlang, possibly because more of the things it teaches were new to me, possibly because I've done more with it, and possibly because it has more to teach. (But it is more complex.) Haskell is also more popular and has more libraries. IIRC you're a mathematician or at least math-inclined, so you'd be comfortable with Haskell's very mathematical culture.

Of the “employable languages”:

• C teaches low-level data representations and efficiency concerns, and how to deal with unsafe tools. These are all things a programmer needs to know, and C itself is very widely used, so it's almost essential for a professional programmer to learn, but not for someone who only writes programs as an aid to other things. (Your blog suggests you already know some C.)
• C++ is very complex, and most of what it teaches is C++-specific and not very enlightening, so I don't recommend studying it unless you need to use it.
• Java is simple (except for its libraries) and not very enlightening. If you know C and Haskell, you know 3/4 of the important parts.
• I don't know MATLAB. This is the second time I've heard it described as practically useful, so I suppose I should look into it.

Let me try again: has anyone had any experience e.g., building something with Erlang?

I don't need a compare/contrast of feature sets or textbook recommendations; I want to know what it was like doing something with it.

Is MATLAB particularly employable? I wouldn't have guessed that.