C++ is much harder to get started in making games than C#, the comments about memory management being better with C++ are true but are generally not an issue unless your programming for a console or mobile device. As long as you do a little research on the do's and don'ts of whatever language you end up going with C++ Java and C# can all get very similar performance. Specifically if I were to recommend one I would recommend C# and XNA if your new to programming, there are a ton of tutorials for it.