Hello,
you should know one thing about game programming, that learning the programming language(C++) is the least problem. Because you're going to have to learn lots of stuff about computer graphics - APIs(DirectX,OpenGL), mathematics(linear algebra,matrices), how the HW inside of a graphic card works, shader units (one more language to learn). And sound, physics, (network code) and of course how to put it well all together ;)
If I didn't discourage you, you can start with something simple like a spinning cube: http://www.swiftless.com/tutorials/opengl/rotation.html