HTML is not a programming language, it's a markup language. There are no loops or if statements to speak of. It's just a way of changing the look of web content.
Python IS a programming language, but I advise against it because it's not very useful. It's designed specifically as a language that's easy to learn, but as a result it has its own unique syntax and limited applicability in 'the real world'. It's like programming with training wheels: Sure, it's easy, but it's not useful by itself and eventually you're going to have to do the harder stuff if you want to get anywhere. I don't see that Python is worth wasting any time with, unless you're working in a domain where it is specifically required.
Java, on the other hand, has a C-style syntax and is actually useful for real things. So if you want to learn programming, it is much better to start with than HTML or Python. Any programming language will take some time and some frustration before you get the hang of it, but I think if you concentrate on Java first, you'll eventually be glad you did that rather than going with something silly (like Python or Visual Basic) or something overly difficult (like C).
Incidentally, it turns out that if you combine the most modern versions of HTML and CSS, you actually can get Turing-complete behavior. However, this is kind of like saying that if you put together enough bamboo, you could make a floating bridge across the Atlantic; it's theoretically sound, but it's obvious why no one really does it.