I have learned C++ and Java (I prefer C++). I made some simple 2D games with the allegro library (pong, tetris, space invaders, pac-man without the AI). And now I'm a little out of ideas to try. I think I need some more practice before trying to make an RPG game or getting into 3D.
What should I try next? A new language? Some other game? Learn more on a specific aspect of game programming (AI, sprites, animation, audio etc).
EDIT: Is there any website similar to projecteuler, but for game programming?