Another valid alternative - and how I got my start - is by looking up some free open-source games (thousands available at Ludum Dare, for instance), then tinkering with variables in the code to see what it all does, and how it's all structured. It may take awhile to decide on which lingo best suits your needs as a developer, though; and the choice lies heavily on what kinds of games you plan on making.

I've had my luck, personally, lie in C++, Visual Basic, and XNA/.NET, but there's a lot of good options available for even the rookie designer/developer unless you're doing something really complex. What kind of game are you looking into making at first; or at least, eventually?

Your dream project may take a lot of small step projects to get to, but you also want to make sure your smaller projects are actual steps towards that one, too.