If you’re set on Lua, try picking up “Programming in Lua” by Roberto Ierusalimschy. It is their official book, but is just as accessible as some of the best books out there for other languages. Fun language too.
Otherwise I would almost always recommend Python (http://learnpythonthehardway.org or read John Zelle’s “Python Programming”) for a first language.
Java is also worth throwing out there because, as others have mentioned, once you have a handle on it the whole wide world of programming is open to you…I wish I had started with Python or Ruby though.
