There is a lot of good advice here but...what are you trying to make?
This may help your route. If your plans are small simple games, an easy to use engine is probably for you. The more complex and intense a game is, the more effort you will have to use in learning HOW stuff works so you can manipulate it. In that aspect, you may find that some of these engines just wouldn't work for you.
I started learning opengl using nehe.gamedev.net
It was a great learning experience. But, as someone pointed out, be careful about outdated material. I realized a lot of the code I learned would have to be migrated to VBO's and shaders.
I would recommend you learning a language (c++, java, c#) on the side even if you use an engine. It could definitely come in handy later on.