The only languages that have ARM9 compilers are C/C++ and ASM. I doubt you will want to learn ASM as your first language, and I dont really suggest C or C++ as your first language either, especially when you (assumed by your post) havent even coded for the PC yet. Debuging and development is much more difficult on the GP32, its good to already have some good experiance in this area, with the language you plan on using, before you attempt to tackle this platform.
In a perfect world, I would have you start with a basic language an work your way up through the high level languages (Qbasic, VisualBasic, PowerBasic) before you get to the mid to low level languages (C/C++/ASM)
Alas, this isnt a perfect world and you probably want a quick answer. There isnt one. If you want to know what language you should learn to program on the GP32, that would be C (a bit of inline ASM wont hurt either...). If you choose to go that route without learning from the ground up, I highly suggest you atleast practice on the PC a bit, make a couple small games / apps on the PC to get the feel of the language. If you do it right, you might even be able to painlessly port those games you made on the PC to the GP32.