Judging by your question, I'm going to assume that you've never really done any programming before.
I wouldn't recommend diving straight into graphics, it can be
very daunting.
Most people here will tell you that they started with console programming for quite some time before they felt confident enough to move on to graphics programming.
Now to answer you languages question.
I would actually have to disagree with the XNA idea. While it may be simple, C# is developed more for the purpose of software than games. That said, I don't have much experience with C# so I could be wrong. In fact, I think some of the Live Arcade games on XBox 360 are made in C# (I don't know, I'm not an XBox fan)
The most common language used within the games industry is C++ which is even used for console game programming. (Coupled together with a graphics library called OpenGL) Also, I have played a few games on the PS3 which were written in Lua.
The other common language is Java. It's most commonly used to create games for mobile phones, and online games. (When they are embedded in to a web page, they are called
applets)
I hope this sheds some light on the subject in question.