First, you'll need to learn C++. I normally recommend the fifth edition of C++ Primer, but any book you're comfortable with should be fine. Alternatively, if you're looking for an online resource you might try LearnCpp.com.

Along with whatever learning material you choose to use, you'll need to get yourself a development environment so you can practice what you're learning -- you have to actually write code to learn properly, just reading about it won't do the trick. I normally recommend Microsoft's Visual Studio Express (you would want the "Windows Desktop" version), which is very capable and probably the most popular option, but popular alternatives include Qt Creator and Code::Blocks.

You'll need to spend some time learning and practising the basics of the C++ language until you're comfortable to move on. At that point you can choose a graphics API (such as SFML or SDL) and learn to write programs with animated graphics -- but that's something you can research further once you better understand the basics of programming.

Note that although C++ is popular and very capable, it can be difficult and involves quite a steep learning curve before you'll be able to make games. For this reason many people choose to use a more approachable programming language (such as Lua, Python or C#), or use an "authorware" package that involves minimal or no code-writing (such as Construct 2 or Game Maker). I won't tell you not to use C++ -- and it's definitely a capable language that many people successfully create games with -- but there are alternatives that are perfectly capable of producing quality games but which may be easier to learn or work with; you don't have to do it the hard way.

You might also read this article written by one of our community members for another answer to your question: "I want to be a game developer... now what?"

Hope that helps!

I don't have much to add but must agree jbadams and SelethD very good points on both. I'm another of those 15+ year coders and the best I can say is that you should expect at least a few years worth of learning (and practicing). Coding is not easy no matter how much the book's tell you it is. The theory behind it is but programming is more problem solving than it is typing. Knowing the language is one thing, understanding it is another and applying it is yet another. The book only teaches you to know the language, you learn to understand it through using it and hopefully after a LOT of experience and practice with the language you can learn to apply it.

Another good way to learn programming is to not only teach yourself from books, but to also enrol in a programming course as a boost. Formal education(of any level) can help to ensure you know the basics of your language, or to even improve in areas you are weak in. Its not so much the qualification but the skills handed down to you by your teacher.

Crikey, I remember doing an evening class in C++ many moons ago. I didn't come away with much more C++ knowledge than when I started(I was self-taught at the time), but the experience gave me more confidence with programming.

Warnexus speaks wisely on challenges and bugs. Your first instinct will be to throw your hands up in the air and give up, but a true programmer will investigate the nature of the bug and at least try to understand it. Even when all is lost, one can always ask for guidance.

Whilst some programmers are very gifted and rarely require help, remember that you are part of a large community that is kind and keen to point you in the right direction.

Game programming can take years to learn, and is especially difficult if you're not at a game college where you can learn everything you'll ever need. Just a heads up, learn how to program in c++ first, then move on to using different API's like Win32 or SDL, Then, if you think your up for it, try to tackle the beast: Directx11.