Personally, I think the best place to get started is with Java. Not that I love Java or anything, but you will be able to develop on both your windows and *nix boxen. You will get quick results and have an easy API to utilize. You can do x GUI or CLI. You will learn intricate issues with developing on *nix and the OS as a whole, w/o having to pull your hair out with c compiler debugging issues at the same time.

; )