There is a wide variety of web application languages you could get into. The ones I have most experience with (and therefore will be talking about here) are PHP, eRuby and Ruby on Rails. All of these have good tutorials available on the internet - I'll link to some of them below.
Which to choose depends on exactly what you're looking to do. Using PHP and eRuby you have to do most things yourself - whereas Ruby on Rails will do lots of stuff for you (useful, but can also be dangerous if you don't know what you're doing). Ruby on Rails is good for doing database related things - for example the standard CRUD (Create, Read, Update, Delete) application. The standard kind of app Ruby on Rails (often abbreviated to RoR) tutorials teach you is a blog application (Create entries, Read entries, Update entries, Delete entries) or an Address Book Application. It is possible to do many of these sort of applications almost in one line of code - using RoR's 'scaffold' function.
PHP and eRuby make you do more of the work yourself - but this can be better in some situations. PHP is more well known and used than eRuby, but I like the Ruby language so I tend to like using eRuby. These are both good for doing simple applications (like contact forms on websites) or more complex applications (phpBB - a piece of forum software is written in php).
As for which one to choose - I'd have a play with them and see what you think. Try running through the first few bits of a tutorial with each and see how whether you like it or not.
Here come the links to various tutorials:
PHP
eRuby
Ruby on Rails
There are a few tutorials to get you started. Some of these take you through installing the necessary software (webserver and anything else needed - eg. php or ruby) and some don't. A good way to get Apache (webserver), MySQL (db) and PHP installed on windows is to use XAMPP. If you're on linux then apache, mysql and php will be in your package repositories and there may be distro specific guides to setting them up.
Hope this helps,
Robin