If you want to make games I would look into a IDE specifically for games such as UDK or UNITY 3D because alone creating a game+engine from scratch is just too much.
UDK uses its own script that is similar to java script i believe to do most of the game programing, and the unreal engine 4 which is set to set to come out sometime next year ( speculation varies hugely) uses a visual script (kismet) and C++ for the programing.
UNITY 3D gives you less and more to work with than UDK in a way. It uses Boo, C#, and Javascript to program the game/application. It is a much more general IDE than UDK, you can adapt it to any style/program because you start with a completely blank slate while UDK starts with a arena style FPS base. If you want to create a MMO I would go with UNITY because 3D buzz has a full MMO tutorial.
Be warned, its a HUGE tutorial
http://www.3dbuzz.com/vbforum/sv_videonav.php?fid=6c3946098163324906cd01e73379764b
I personally like UDK better because I'm impatient and it lets me see immediate progress, whereas UNITY takes a little longer for you to see solid 3d proof of your work. UDK is also more suited to just playing around if you dont want to get into it too serious since you start with a arena fps already made that you can modify into any genre you name, platform 3rd person/1st person, puzzle, 3d-2d, RTS, MMO.
If you plan on creating a game to sell, then unity is a much better option because it costs nothing to sell a unity based game until you make $100000 then you have to buy unity 3D pro ($1k). With UDK, you buy a $99 license and have no royalties till $50000, then you pay a 25% royalties on anything you make after $50000. If you plan on high sales then unity will give you a better profit.
)
