Also consider joining a small project instead of starting from scratch on your own. Browse around sourceforge (www.sf.net) and see if some project fits you, then join and help out.
That way you will do stuff in a team (more fun), learn from/together with someone, and you dont have to do all by yourself.
Once you start you'll discover you opened up a huuuuge bag of stuff to learn. Game programming is fun and rewarding - but also far from easy.
My $0.02 worth ;-)