What do you want to do? That would be my question.
My assumption is that you want to develop some form of an application. So that's actually really difficult to do, not because what you want to do is complicated but because it's hard to interface between users and your program.
So building an effective UI (user interface) is probably the hardest part of application programming. If you want to go super old school then you can simply build a text-based UI (i.e. the command line).
Pros: This makes your job (as the programmer) A LOT easier.
Cons: nobody but geeks will be able to use your application effectively.
So if you really want to build an application you probably need to learn how to create a GUI (graphical user interface). This is a very difficult topic because you have to figure out how to write a program which can read the graphical input from the user (i.e. where did they click or what did they type) to the internal workings of your program.
So this is actually why I like Java, the graphics. GUI building in Java is by no means easy, but the point is that it's there. That means if you write your GUI in Java, then you can run the application on ANY computer as long as they have a JRE installed.
So you can build nice programs in say C or C++ but the problem is that graphics is not standard. So if you just want text-based UI, that's no problem...but if you want to do a GUI, then you have to bring in external libraries to handle graphics for you. The problem here is that when you distribute your application you have to make sure that the user 1. has the external libraries and 2. The OS can handle those libraries (which may not be the case between say Unix and Windows).
I believe Visual Studio allows graphics for C++ and integrates well with Windows...that is if you develop a program in Visual Studio then it should be able to run on Windows OS (I'm not sure about Unix or Mac though). I have no experience with Visual Studio because it's not free and I don't run Windows.
This is why I like Java, the portability and built in graphics capabilities...it's just more standardized than other languages and it's more complete by itself (it's completeness is probably one of the reasons for lack of efficiency).