I want to second HappyCoder's recommendation to look at MonoGame. It will allow you to get to grips with the technology as you need to use it, without presenting you with a flood of options. It will, however, require more work and an appreciation for working in the code. It will also require you to consider how games are put together, from an underlying technology standpoint, rather than simply how you can implement your mechanics and content.
However, if you want to work in 3D and use C#, then Unity is a good choice. It has some idiosyncrasies, many of which I dislike, but it's a solid piece of technology that can help you create almost any game idea and will, at least, help you learn how such technologies work. Just being able to identify the aspects you like and dislike will be a great advantage in considering game development.
Otherwise, I have heard that you may be able to use Mono with Unreal now. Does anyone have more knowledge about this?