If it has to have a GUI I would go with Java and Swing (the sun-sponsored GUI framework), simply because there are lots of free documentation and tutorials from Sun on how to do Swing.
Also superlative free IDEs out there, Eclipse being one of the best and well supported. Also a completely painless download and install.
Eclipse stalwarts swear by SWT instead of Swing, but it is (IMHO, YMMV) more work than swing to understand and to use. I am also assuming you have some sort of Windows system, although if you are OK with Eclipse and Java I think you are good on a Mac. I have not done Mac work for a good 15 years.
It is worth asking what you are using for hardware. The answer above might change if you have an older system with less than 512Mb of ram.
I program C++ for a living, and have for more than a decade. I program in Java for fun. Nothing wrong with C# either if you don't mind being married to (spit) microsoft.
There are decent C++ choices out there, like Code::Block IDE with gcc and wxWidgets for the UI, but unless you are doing commercial software I would not bother.