depends. The matter of whether or not you should jump into engine programming is a matter of opinion. If you think you are strong enough with c++, then it becomes a matter of which API you want to use.

I recommend openGL because it is user friendly. Its simple to set up and implement, however it does do some magic behind the scenes that you wont understand unless you research it, where as directX does nothing sometimes you do more work to get the same effect *coughvertexbufferscough* it does however get you closer to the metal as some say and leaves less magic to the process.

If you do go with openGL i recommend the superbible, written by my professor back in college richard wright. You could also take a look at nehe(google it), it has a ton of tutorials and from what Ive heard, they will be adding more in depth tutorials soon. So it will be a good idea to keep an eye on it.

If you go with directX, there are some great books, unfortunately i dont know the name and Im to lazy to look them up. Besides, i dislike directX and as much as searching for info for you would help you, i want to convert you to the darkside.

Good luck.