Note: I moved your topic to the For Beginners forum, and I'm editing your post to use the default text size -- please don't use a larger font without good reason.

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You could try the Blender Game Engine. It's free and supports Windows as a target platform, but scripting is usually done via a visual logic editor rather than programming, but it can be extended with Python.

Panda3d is also very popular. You might also look at PySoy, but I don't really know anything about it.

PyGame is very popular, but it's "just a library" rather than an engine.

What sort of games are you planning to try making, and what experience do you have? What features are you expecting an engine to provide that you don't think are available with a library?