Ask away...
http://www.gamedev.net/
Before you get started though, it is not the easiest thing in the world. I'd say you have a 95% chance to quit and lose interest in 3 weeks tops. If you are really serious then start out with a 2D game for DOS. That'll teach you most of the basics you need. From there, head onto Visual C++ (Windows) and DirectX. That is how you make your 3D games. Anyhow, is too much to type out here. Just read that webpage I posted above and that should get you started.
Edit:
I forgot to add. I use DEV C++ for my programming. It's simple to use and I have never really ran into any problems compiling something. With that program, download Allegro. Allegro is sort of hard to explain...but what it does is allow C++ to become a games programming language where as right now it is not. Kind of. It adds functionality such as joysticks, sprite animation, sound, etc...You could probably do that stuff without Allegro but it would be a lot harder. Think of Allegro as the DirectX of DOS. However, you can use Allegro for Windows games but DirectX is better for that.