Like J.Dre said, do not learn Lua first if you want to learn to program.
If you begin with C++ or C, you will get a MUCH better understanding of other languages and should be easier to learn.
I learned C++ first in school and it was the best decision for me.
Transitioning from C++ to Java is kind of easy, but transitioning from Java to C++, it may be harder.
If I were you, I'd start with C++.