The problem with HTML is that it is just markup, no logic or real thinking involved with writing a page. So yes it is good to learn so that you can write it but if you are looking at programming because you enjoy the challenge and power then HTML is just tedious and boring.
What language to start playing with really all depends on what you would like to be able to do: web programming, application programming, etc.
For building dynamic websites and web applications I would say that most start with PHP. PHP makes it really easy to interface with MySQL for data storage and the code can be written alongside the HTML markup which makes it easy to create webpages.
I believe the book I learnt from is the second edition of
this book. (I assume the newer fourth edition is better).
If you want to learn desktop/mobile application programming then I would have to say Java is your best bet as it will run cross platform (Windows/Mac/Linux) as well on Android. Java is a great language, really powerful and very mature. Personally I would rather develop in Microsofts C# which is basically Java but improved on with the downside that it will not run as well on Mac or Linux. (Although apparantly the runtime for Mac and Linux has been improved greatly lately but I have not looked in to it as I am doing Android development atm). I might have a Java book that I used at home, remind me later if you want me to try to find the name of it for you, otherwise you can probably search Amazon for Java books and sort by Best Rating or something.
Happy to try to help and answer some questions in my free time