Coursera, Udacity, and EdX all have great courses. Algorithms is not the starting place though. You first need to learn the basics of programming (functions, variables, looping,...).
I guess I should've been more clear. I've already been taught the fundamentals of a few languages (C++ and python mostly) in some first year classes. I'm just looking to take a few options to build on these without switching out of my math major.