Thanks guys! You gave me some really good advice's. I don't use forum very much (I made only 6 posts or so) But from now I'm going to use it more often

Thats good this place is a great resource for all sorts of information and help. When I started I was doing a school project that threw me into DirectX 9 for my first game. It was rough but don't focus on all the bloat of what is in a game atm. Focus on the basic structure of how a game is programmed. From there think in parts till you get a good grasp of what you want to do. For instance, create a window in SFML... from there add a shape like a rectangle which SFML is ready to create already with one simple line. Then look at taking in user input to move the shape around.

I know that might sound very elementary but reading only gets you so far, putting it to use is where you will do most your learning. Try writing it out first with what you want to accomplish, sometimes this helps to see the bigger picture. Try not to take on too much it is good to challenege yourself but too much can be overwhelming and highly discouraging. Even stay away from graphics if you are not comfortable yet and make some console type games, like random numbe guessing game, hangman, text-based RPG (doesn't have to be big just a few rooms with objects in it and maybe a monster or two) that can actually be a fun project.