I would recommend Python to start learn the fundamentals grab pygame make a few 2d sprite games etc, learn about collisions, loops etc. You can do all this on your pc, or if you feel you want a piece of dedicated hardware try the RaspberryPi, its a nice little stand alone computer which is very cheap. http://www.raspberrypi.org/
Java is also good it has loads of libraries, but of course its grandaddy C & C++ are great languages at what they do. :)
The only Consoles you're allowed to Develop on, are PS Vita and Xbox 360 (and Mobile Phones, don't tell me that!).
The problem is, they only provide C# to individuals, making you have to switch to C++, when you actually become a licensed Developer.
I wouldn't call it IDEAL, but learning Assembly/Game Programming through the NES' 6502 is loads of fun!
But don't you get jealous when you hear about how awesome the Net Yaroze was? So go and learn C# and the XNA framework, you won't regret your choice.