@GD.NET: tldr:C++ rox/sux, Java sux/rox. The end. This debate is older than some of the people on this board.
Also, as for containers, BOOST for the win.
@OP: You're going to get bored of hello world and the amazing joys of console text output REALLY quickly.
Get reasonably good with that first. Then try some graphics programming.
I'm assuming you're going to program in Windows so you will want to go with DirectX. You'll want the Direct X SDK.
Now, there is steep speed bump in the learning curve as you go from console to Windows programming, and that is the windowing system itself. This doesn't have to be a stumbling block in your coding pursuits. Find a good tutorial site. I like CodeProject.
http://www.codeproject.com/search.aspx?q=directx&doctypeid=1
Best thing to do is find a SERIES of Direct X tutorials. This is that whole "gradual learning", "bit by bit", "walk before you run" deal.
Once you have a quasi-firm grasp of DirectX, find a sprite repository and experiment with animating.
http://charas-project.net/charas2/index.php (This one's all sorts of fun.)
Sound/music is important. Or you can tell your users to hum while they play. Find a free sound/music repo and add background music and sound effects to your project.
Bit by bit. Little by little.
And then one day, not today, or even next week, you'll make the move to 3D. Make some 3D models. Spin them around like a planets in a solar system. (My CG instructor made us do a 3D solar system with the "Utah Teapot" with the sun, three planets and the moon). Go with Blender for now. Sculptris also, but mostly for heads. If you're a college student, you can get a LEGIT copy of Maya 3D and other AutoDesk products free. Free is good.
Go make us proud.