Manu has given you a perfect suggestion. Starting out with a scripting language might weaken your concepts as it does not contain some important concepts like data types etc. C and C++ will provide you a solid foundation. You'll find that once you've learned these two languages, learning any other language will a piece of cake.
You can choose any scripting language you like. I personally prefer perl. If you know some bash scripting then learning a scripting language won't be difficult for you.
Also, do you want to be just able to understand exploits form exploit-db or are you interested in coding too? I'm learning some exploit development from the following website
http://pentest.cryptocity.net/ check it out. It'll give you some better understanding of vulnerabilities and exploits.