First of all, I downloaded Microsoft Visual Studio Express 2012, is it a good IDE to work with? Does it use a good compiler or should I have some precautions when programming?
Visual Studio is an excellent platform to work with. I would highly recommend using it as a learning tool, it has a nice environment and if you ever get a job programming they are probably going to use VS.
Secondly, Can you please recommend me some good C++ books? I have basic knowledge in C, and Java.
I haven't done much C++ reading, but I learned quite a bit from: Object Oriented Programming in C++, by Robert Lafore.
I read the old second edition, which was all about programming for DOS, but I still find it relevant today. He is now on the fourth edition, which I'm sure is much more relevant for modern systems and a better guide over all.
Also pick up a copy of Code Complete by Steve McConnell. It has general information that can be applied to pretty much any language and focuses on good structure which is important in large projects like games.