Now I'm sure people will come back to this saying "Our game uses nothing but C++, but we already have a programmer". 9 times out of 10 these are also the teams that have been working on their game for over a year and if they are lucky all they have to show is thousands of lines of code that power their engine, they won't have anything to show as far as the game goes. So of course you should do some research to find where the demand is, from my experience (been doing this for over 15 years now) it's rarely to never in C++. Simply put the big boys are the only ones that finish games AND need a C++ programmer. The C++ programmer that they need must have been a member of previous game projects before they will even be considered. You will end up behind a seemingly insurmountable brick wall when you stick to just C++ (although you will find yourself working your butt off time and time again for teams to fall apart due to long spans of working for little or no results).
I'm not belittling C++ it is a very powerful cross platform language that is among the highest performance languages in existence. I'm simply trying to point out that it is rarely ever actually used in the game itself. It's used to make the underlying engine systems, and 9 times out of 10 even the big AAA companies don't even use 75% of hardware performance issues. As such most successful indie and small development studios get to where they are by realizing they don't need to build an in house engine, they need to complete their game and the way to do that is speed up hundreds if not thousands of times using technology that has already been made available to you. (Eg get an engine, script in the language it wants and you actually finish your game).
Long story short, yes learn C++ but learn the language and the art of programming don't focus so much on using it to access direct x and open gl yet, just learn to program. Once you learn to program start expanding your knowledge and look in to using engines to make games. If you think the performance is too slow go take a cold shower lol. As rude as it sounds if you need more power than something like Unity or UDK provide you are doing something wrong. Unity is just as powerful (if not more so) than you are likely to write yourself (your haven't been doing it for a dozen or so years like they have. They have both perfected the art way better than you are likely too within the next few years and they focus on bettering their engine so you can make a game). UDK is one of the maybe 2 most powerful engines in the world, if it can't handle what your doing nothing is likely to do it.