I started game development around the same period in my life that you are (I began the month after I received my bachelor's degree in computer engineering). I've been doing game development on and off for the last 6 years and here's the things I wish I could go back in time and tell myself when I was starting out.


1) Don't be overambitious. Start by either joining an existing project or making your own small, sample game (think: Pac Man, Centipede, Asteriods). If you choose to join an existing project, your goal should be to learn from the experience of others. I recommend carefully looking into the project to make sure its older than 6 months or so and has a dedicated and experience programming team. It is critical for you to have months of game development experience before you're ready to even think about starting your own large-scale project.


2) Don't write your own game engine. It takes forever, especially when you know nothing about game development. Leverage existing engines and frameworks so you can focus on creating a game and not a game engine. If you create the engine first (like I did) it will set you back months to years from getting to a state where you can actually create a game.


3) Choose your technologies wisely and do your research on them before you start using them. It really sucks if you start working with a library and later discover that its cross-platform in name only or is full of unresolved issues. Changing your technology later can be a real pain.


4) Focus on the absolute necessities first. Don't stray away and start working on those cooler, more advanced features that you have planned. Those can be added later. Develop a skeleton/foundation first and save those features that will make your game shine until the basics are working first.



Really its hard to answer "Where should I start?" when you don't state what your goals are. Is there a game that you have in mind that you want to create? Or do you just want to gain experience? Do you want your product to be cross-platform?


I can't offer any comments on XNA because I've never used it. I stick with cross-platform frameworks because I want my games to be available on as many systems as is feasibly possible.