Well it depends on just what you want to be honest. As hixxy has said, syntactically mIRC is very similar to both C and C++, which are both of course compilable. On the other hand I wouldn't say either of those are really a great place to start "proper" coding because you get thrown in at the deep end a bit with regards to memory allocation, strict type handling, dealing with compilers and compiler settings, etc. plus you have to deal with the rather harsh realities of the Win32 API for any GUI work unless you've got a good IDE
to protect you from it. If you're really desperate then C might be for you, I'd wait until you've got that down before you even consider working with C++.
If you can live without compilation for a little while then an interpreted language is a much easier and faster way to learn more advanced programming techniques. For one thing most modern interpreters have an interactive mode so you can run things in real-time to try out code and see how things work, even for those that don't it's still a lot faster and easier to run interpreted code than to compile and run code.
If you want a similar syntax to mIRC scripting then PHP provides that. Although it's geared towards web development it's perfectly capable of being used for application coding too, and it has decent documentation.
If you're willing to take a step away from mIRC scripting syntax then Python is a good language with excellent documentation. It's aesthetically cleaner and a more technically "pure" language than PHP. It also has a far stronger object oriented programming model which you'll find very useful when you move onto larger apps (this is one of the things which will make you appreciate mIRC scripting's limitations when it comes to coding things beyond the scope of IRC). There are various programs for creating Python scripts as standalone packages and there are also JIT compilers for Python code.
If none of those sound good to you there's plenty of others. If you want something similar to Python but with perhaps more mIRC-like syntax you might want to try Ruby. There's also Java, which although isn't technically compiled in the sense of standalone executables, instead requires each computer to have a Java Virtual Machine to run the code (which just about every desktop computer has these days).Edit:
Damn, argv0 beat me by 20 seconds.