Could you go into more detail on what kind of goals you have in mind? I don’t think your question can be answered on a general basis, but highly depends on what you want to achieve. Do you want to be better prepared for the companies in your area? Or make your ideas a reality in a fast and convenient way? Is it mobile, web, industrial, research,… development you’re interested in? Depending on your answers, the recommended programming language(s!) will differ.
I don't have any particular project or goal in mind. I don't know what to build and I know that a browser maybe is a very difficult project. Maybe also a photo management app is good, or an uploader of photos for Flickr. In job listings the most required is Java and then C#, but I am not looking a new job. I would like to learn software development because it seems to me more complicated and fascinating than building a website.
I found it useful to keep a notebook of ideas that I add to as they come along. No idea is too trivial or too stupid to go into it - they might be the tip of the iceberg of a good idea, especially if a theme keeps recurring. I now have 80+ ideas, ranging from simple programming exercises to fully fledged projects. Do this, and then pick one and implement it in a few languages.