Well, I recommend either learning Java or C# as your first programming language. Many people shy away from C# because it's a Microsoft language however if you're a beginner it won't matter what platform your games are on. Spend around 2-3 months practicing and learning in C# and then try to learn a simple library. I can't stress enough that you have to START SMALL. You're not making the next World of Warcraft any time in the next 5 years. Get used to setting time limits and FINISH your projects. If you decide to create an application to manage employees and payment as a learning tool DO IT. Don't give up. Before you learn a library try to create a simple game like tic-tac-toe, Then move up to a text based rpg (Both in the Console). Once you can program in the console with ease and you've worked with some people on a small console program you can move on to a 2d programming library. Spend about 2-4 weeks learning the ins and outs of the library before trying to program pong or tetris or something else simple. If you get lost I reccomend gamefromscratch.com's tutorials, however you should probably learn the ins and outs of whatevers he's using before looking at his tutorials. (He doesn't explain the basics and expects you to already know the basics of what he's teaching)
EDIT:
You could just skip learning librarys or XNA and just use Unity3d <-(Just as viable an option, you could probably start making 3d games far quicker taking this path)