Your range is Java, so I figure maybe c# wouldn't be to far away for you either.
If it wasn't because XNA is slowly dying after Microsoft stated that they'll give it up (I believe from somewhere next year) I would suggest that, but another alternative is Monogame.
Currently I develop in XNA, and the game I am currently making was/is my "virgin voyage". I've learned more than I could possibly imagine over the last 10 months or so. The reason I suggest Monogame is that it is very similar to XNA, and the structure of it should be close to the same. I am personally considering converting my game to monogame, and continue my development there.
As for art and sprites, I can only advice you to at least try making them yourself. When I started 10 month ago, I had no experience in any kind of graphics, but decided to try it out and read a few spriting tutorials and such. I might not be the best spriter, but sometimes I do manage to draw something that I am really satisfied with.
Where to start is hard to say. Although I've learned a lot from just leaping into the fray, I am not sure that was the best decision I've ever made Since I don't know exactly how experienced you are, it's hard to say if something like a moving camera will be a challenge for you or not.
The very first challenge for me was something as simple as drawing my array of tiles to the screen, and having the player collide with the world. Later more advanced problem showed up, like creating random terrain, spawning mobs, mob AI, rotating objects etc. Some of those things are still challenges for me, but not as much as before. If you're interested check the link in my signature, and look at my very first video of my game, and then take one of the later ones, to see how simple it started, and how it has evolved.
To get your hands dirty, here's a random idea - How about making a simple top down game, where you go into a castle/dungeon/something to kill stuff and find the treasure. Here you will get to deal with basic collision detection, tile based worlds (if you choose), simple animations and weapon collision with monsters and such.
Maybe add a small boss encounter to play around with a little AI.
Again it's hard to say, since I don't know your experience level. Tetris is also a good way to learn how to handle arrays. Before I started making my game I actually failed twice when trying to make a tetris game. A few month ago I figured it was time to try again, with all my new experience, and within a day I managed to make the game, including drawing the graphics and creating a decent menu for it as well.
Anyways this is turning in to a wall of text, I hope some of that wall is of use to you- I wish you the best of luck, and I hope your journey is fruitful