When I first started to learn to program I was absolutely terrible at it. I remember starting with QBasic and all I would make it annoying programs that made the computer beep. I then used Klik & Play and made very random "games". K&P was a toy compared to their later products like Multimedia Fusion 2, but it is how I got my start.
My first experience with "real" programming was trying to learn a language called Quick C. I got a book, opened it, and then put it on a shelf forever. I failed immediately before I had even begun. Of course back then was harder because there were less resources (Didn't even have the internet!)
My first serious attempt at learning programming was a language called Jamagic. I tried it and was terrible at it so I put it aside for six months. Eventually I came back to it and it finally clicked. I worked in Jamagic for a good while and made things to share with people on the Jamagic forums.
I went to college and studied computer science, physics, and math. I programmed a few commercial casual games in C++ and now I work as a software engineer. I have learned more in the last four years working as a software engineer then I had learned in the previous decade because I am gaining hands on experience and programming every day.
When I started programming I was terrible at it. Over the last 17 years or so I have improved. Only in the last four years have I really started to feel like I am competent. I learn new things every day.
Do not get discouraged if you do not learn everything in a week. The field is huge and the amount of things to learn is immense. The key is to do what you enjoy, and if you enjoy making games then make it happen! Personally I will never be finished learning (and that's a good thing!).