It's a tricky question and actually not seriously answerable. "What programming language should EE's (sic) learn first" (for those who don't recognise it (sic) means that I am quoting the OP's incorrect use of apostophe ).
The problem is that you don't know if you are dealing with an EE when you teach someone their first programming language.
So there are several answers:
a first programming langauge (learnt at school by everyone ?):
I'd vote for BASIC - easy to get into, easy to get a result, possible to do great things, easy to grow out of and learn seomething else for real work.
a programming langauge taught at Uni to new intake of EEs:
Today, Python - you can use it to do maths, control servers, manage data bases etc. later on I'd look at C, assembler etc but only for EEs with a software bias.
(BTW, despite being a long term MATLAB user I would BAN it from Uni - that's a bit strong I know but I'm becoming increasingly unhappy with the way Mathworks tries to lure students in with a give away priced student version and special Academic deals but charges outrageous prices when you want to use it at work. The basic MATLAB langauge can't make a TCP connection without an £800 add on. Try Pyzo instead. (Phew... rant over))
I voted for Python as the closest I could get to my answer to my guess at the intent of the question.
Matlab is a very powerful mathematics environment, and has some nice options to structurize your code, but it completely fails as a 'good programming language'. No structures are available to understand datatypes, no reasonable options exist to interface to other programs, serial port handling is horribly slow and no way that you're ever going to understand well-structured programming. It's a programmable math-tool, not a programming environment.
I've also used MEX (possibility to use C with Matlab) to connect some DLLs to Matlab, and I fell of my chair when I found out how error -prone and badly structurized that is (do all type-checking yourselves or you'll get a segmentation fault, have to check the number of arguments you get, and each mex-function needs a separate cpp file). Horrible.
FYI, I voted for C (having an embedded background), and was strongly considering Python (because it's a good way to get something done fast).
Most, not all, of these answers, in my opinion, assume EE's are all embedded systems programmers. In fact, only a small portion of them are. There are RF Engineers, Power Engineers, Controls Engineers, etc... The purpose of the first programming language is not necessarily to make everyone an embedded systems programmer. It's to give us an introduction to programming and some skill we can use later on, of which the ability to analyze data is a huge one.
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