I know dynamic languages are often easier to start with and especially if they aren't type-safe, they are a lot more forgiving. At the same time, that ease can also lead to some bad habits being formed in the way you write your code. Which is why I think there are strong benefits of starting with a type-safe language that does not burden you with memory management, i.e. C# or Java. I think that Visual C# Express is significantly easier to get started with than Eclipse, so I'd say of the two C# is easier to get into (again my bias is showing).
Speed is funny. Lots of people bag on java or .net languages for speed, but then write code in javascript, perl, php, whatever. Byte-code compiled languages are generally an order of magnitude or two faster than interpreted, and native compiled languages can get you another order or 2. But all this is completely dependent on the domain and the programmer. If you're processing text and are ok in perl and in C++, you are likely to generate faster code in perl, for example.
Unless you are talking in the sub-millisecond response time-frame, C# is going to be fast enough. If you want to write a competitor to LFS, you probably need to get into C++ (but XNA may go a long way). If you need a web application or need to talk to insim, you gain nothing by the speed of C++, unless it's what you are best at, and neither is C#'s speed going to be an advantage over a dynamic language like php. I.e. in the domain that we are talking about in the forum, the full spectrum of languages should do just fine.