Get the compiler you can afford, and which supports the language and features you want to use. Click here for a list of compiler recommendations. Source code comes in different languages. They all have strengths and weaknesses. Some are easier to learn, some have more powerful features.
Professional programmers are usually familiar with more than one language.
You can get a book and study it. Or you can get a compiler and study the manual and try all the example programs. Or you can take a class. That's up to you. If you are just starting, you may find Microsoft's Visual Basic or Inprise's Delphi a good starting point.