Philip Buuck

There are hundreds of videos online of people programming basic games. Programming is an art in and of itself - start putting together projects instead of worrying about the correct language to use.

XNA has a great support system though, and is a great way to get started.

The Linear Algebra book by Strang is pretty good, in my opinion. Much of that space is taken up by the HUGE amount of problems he has at the end of each chapter - the actual material presented is light, but there's plenty of self-education in those problems. Careful though, many of them are written for people with extensive math backgrounds already - I took a year of calculus but found he was assuming some knowledge I didn't have.

Those books look very theoretical overall, which isn't a problem if that's what you like. Many of them are more applicable for computer graphics people - for anyone who wants to be a game programmer and isn't as sold on graphics theory, they're less essential.