XNA is not being actively developed any longer, but anything you could do with it before will still continue to work.
If that doesn't suit you, but you did like using it, you could use MonoGame, a cross-platform implementation of XNA. The only caveat is a lack of a content pipeline, for which there's a workaround and a few third party solutions floating around in Google.
I didn't find it until I was well on my way, but RB Whitaker's tutorials look like an excellent resource for picking up XNA, and he's in the process of converting them to MonoGameas well. There's also a crash course on C# that could be useful as an overview to getting settled in the language.
For any other options, I'll let someone more experienced with Java or SlimDX provide you with resources on those.
All I can really say now is to pick something sooner than later, and get your hands dirty with it. Even if you wind up changing technologies later, pretty much anything you learn will transfer over.