The best thing about Java is the JVM. The worst thing about Java is Java the language
Scala is pretty good, though! (Disclaimer: my use of Java is only via the free computer science courses from Stanford University and some fun with lwjgl.)
Python makes it easier to get something up and running, and comes pre-installed on most (all?) Linux distros and Mac OSX. For Windows distribution, most people use py2exe or PyInstaller to give their users a single EXE that does everything, even if they don't have Python installed.
C# is a very good language, and .NET is very powerful on Windows. You can use C# on Mac and Linux via Mono, but it will not have the same performance as it would on Windows. Nor is it 100% compatible, yet. But it's used for serious apps on many Linux distros. It's a lot like Java in several sense, though Java has very good third-party libraries and C# has somewhat better language features. This, however, is a Holy War that I try not to get into much.
I really like C. I don't know enough C++ to comment on it, though, only what I had to learn in school. I tend use Python + C for most things on Linux.
All the languages are good in different ways, though. Learning about programming is the important thing, the syntactic sugar you use is up to you. The important thing is to choose one and stick with it until you learn it well. After that, learning other languages will be much easier and faster.
I recommend the Stanford and MIT computer science classes. They're free. Stanford starts with Java and moves on to C/C++, MIT uses Python and C/C++. Both are fantastic.
(Additional note: learning Python or LUA is a great idea if you're ever interested in offering a scripting platform for your game in the future. Many commercial games use one of these for game logic, interfaces or mod APIs, such as Civilization or World of Warcraft.)