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The IDE I use for java
It's hard to recommend a single book, as there are many places and ways to start learning programming/game developement. This list gives a lot of examples on relevant books though. If you want to go with C# I don't know where to start currently outside of MSDN documentation/guides. For C++ a good starting point is probably the C++ book(s) written by Bjarne Strousrup. For general programming, in addtition to introductions to algorithms by Cormen, and SICP, I would also recommend Concepts, Techniques, and Models of Computer Programming by Peter van Roy.