I recently got the idea to make my own game. But I'm not sure which language would be best for me to start with. There are three that I'm thinking of: c++, c# and python. The only language I know so far is the one used in the game Oblivion. I already have quite some experience with that one so I know of variables, arrays, loops etc. I would like to make a 3d rpg or rts game. Anyone who has some advices on the best programming language for me and stuff related to that?

I would recommend C# for the first year or so. If you use managed code it will make things easier on you regarding memory management. Also get ReSharper if you use C#, it will help a lot. Once you learn a lot about object oriented programming and concepts with C# it will be very easy to move up to C++. Lots of 3d engines also support C#, and python not at all. Don't expect to make RPGs right away, first learn about game loops, game states, data sets, etc, and make a simple (very simple) complete game. Then maybe you can move on.Sure it's easy to get an animated model onto a terrain and make it move, but after that without experience, you will spend months trying to extend what you have.Have a look at Unity 3d engine. It's simple enough to use.

Thanks for the tips . Is it necessary to work with an engine or is it also possible to make a good 3d game without one? And if so how much harder is that?
Do you have advices on a modelling program? When working on Oblivion mods I used Blender. But maybe there are better free programs.

I agree with Waterlimon...starting with an existing engine is the way to go. Writing your engine is good experience in the long run, but would be WAY too overwhelming to start out with.

I've used Unity3d for a few projects and it's pretty good. it's free(for the basic license), has most all the modern features expected in a game engine and allows you to write in C#. It could be a good choice for your first game...