If it's your first project the problem can often be that you don't even know what you don't know yet, which makes the studying side of things slightly tricky!
One way around this is picking a project to work through from start to finish. Either come up with a game idea of your own or (possibly easier) create a copy of an existing game. In many ways it doesn't matter what you decide to create, just that you pick something to work towards. Make it something you'd enjoy playing (you'll be working on it for a while), but simple enough that you have a real chance of completing it. And yes, this means don't pick a full scale, multi-country rpg game with umpteen classes and skill trees, a monster manuals worth of creatures and detailed back stories for every npc in every town :)
When you set out to create a complete game (or finished mobile app or desktop app) it gives you a lot of experience about what goes into it. Game frameworks, gameplay, game graphics, sound effects, user interface and probably lots of other areas I can't think of off the top of my head. There's so many details that it's almost impossible to learn everything in advance, you have to dive in and try it. As you work through putting everything together you have a much better idea of what goes into a game. Just get started in one area and build things up.
For example:
1. Show a world using tiles and load the world information from resources.
2. Show a character in the world and get them moving.
3. Show baddies in the world (random or scripted).
4. Add some form of combat system (sword animation, attack button, damage versus defence/life and track for each character).
5. Animate the combat - hit animation, death animations.
6. Get some free old school sound effects and create a sound system. Play sounds on attack, hit and death.
7. Add a user interface - character health, items, etc.
and so on. Every time you add one detail it highlights other things that need to be added, or other things that could be done. A lot of this you can read up on as you're going along, which should give you even more ideas for how to do things, structure things or just ideas for more things to add.
So yeah. Pick a game to create and start working on it, and it'll help focus your efforts straight away :)
Good luck!
Tim
P.S. Most peoples first development projects are pretty rubbish. This is completely normal, so if you start to get frustrated don't worry about it (everyone does it) :) First time through you're just figuring stuff out and making all the mistakes, no matter how much reading you do before hand you won't really know it until you've tried it. Each project you work on will be better than the last one you did, as you know more and make better design and development decisions. Stick with it and you'll soon be slapping together little games easily and wondering how you every struggled to get the first one going :D
