For the C/C++ piece would also recommend you start with C. Not for ideological reasons, just that it's a lot simpler if you're trying to work out the basics of compiling/linking etc.
As a first C compiler I would recommend the tiny C compiler
Tiny C Compiler
It's one of the simplest to get your head around that I've seen and you can still build lua libraries etc.
Once you're comfortable with that then progressing to one of the more powerful environments such as gcc under MingW or Visual C++ should be a bit less daunting.