I'll point you to Tom Sloper's FAQ about the videogame industry. At least for me it was a real eye opener. http://sloperama.com/advice.html
To get started on game programming, you don't even have to spend money. There are several free online tutorials that will help you become fluent in any language you choose, and to get started in game programming. You can check out:
- The official Python tutorial
- Cpluplus.com (for C++ programming)
- Lazy Foo's SDL tutorial
- The SFML tutorial
Those sites could keep you entertained for a couple of months Of course, if you have no interest in C++, python, SDL or SFML, then you can look for learning material on your subject of choice. Do ask around in these and other forums for recommendations on which tutorial to use, because it's not always a matter of taste, and a lot of tutorials are really better than others.