I myself started with MS's Visual Studio. I didn't have many problems with it. Right now, the class I am taking essentially requires a Linux installation. I am using Geany (a very basic lightweight IDE compared to something like Visual Studio) to write my code, and the GNU GCC compiler to compile (G++ would be the C++ equivalent compiler).
And just a note, a compiler is the program that actually takes your code and turns it into machine code (eventually, there are steps in between). An IDE is the program that you write code in, it often includes a compiler. There's really no need to use an IDE when you are starting out and writing simple programs, and it's a good idea to know how to write code in a text file and compile/debug from command line. It will probably be a couple months of learning (get a book, for C++ I recommend Malik's C++ Programming) before you need anything else like learning a GUI toolkit.
Feel free to PM if you need any help, I'm certainly not an expert but I'm a couple quarters into a computer science degree now.
PD
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