C++ was the first language I ever did much with. I played with BASIC a bit in middle school, but never really did anything more substantial than a "I'm thinking of a number between 1 and 100" game. I didn't have a whole lot of trouble with C++, but I wasn't self-teaching. In High School, an AP Computer Science class was offered, and we used C++ at the time (College Board was doing the exam in C++; they have since switched to Java, I think). I think it's fine as a first language (or nearly first, in my case), as long as you have a good teacher.
If you're self-teaching, I think you would get more out of Python. You can play with stuff right in a REPL, so there is a lot more instant gratification. The language itself is also a lot more strict in its enforcement of language idioms, which will help you learn the "right" way to do things. C++ won't get in your way if you try to do something the wrong way, and, especially if you don't have a teacher to tell you what you're doing wrong and how to fix it, you will tend to develop some bad habits.