Hi Vivid and all,
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There is a variety of reason in why a developer would choose DirectX over OpenGL. DirectX has generally better driver support on Windows. DirectX is not just a Graphics API, and provides a large quantity of functionality like Input, Sound, Networking, etc. Windows is the largest platform, and so many developers focus on solely Windows machines, therefore not requiring cross-platform libraries.
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If you want to focus on Shader programming then it doesn't really matter what programming language you choose. OpenGL provides GLSL, DIrectX HLSL, and Nvidia provides Cg. Each have their quirks and I haven't spent enough time with them to get a good grasp of any of them. Though GLSL is rather simple and nice. If you want to learn more about OpenGL and Shaders check out: OpenGL Super Bible, 4th edition upwards.
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As for choosing a programming language that entirely depends on you. If you want a language that is easy to learn, quick to develop and cross platform, then I would recommend Python. If you want something that is faster than Python, easy-ish to learn, and cross-platform then I would recommend Java. But if you want something that is exceptionally fast, then I would suggest C++. However bare in mind that C++ does not manage your memory like Java or Python, and C++ �itself does not provide libraries to load data easily, though there is a myriad of external libraries that can( my favourite being SFML ).
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Hope this helps.
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kit89.
