I have learned C++ and Java (I prefer C++). I made some simple 2D games with the allegro library (pong, tetris, space invaders, pac-man without the AI). And now I'm a little out of ideas to try. I think I need some more practice before trying to make an RPG game or getting into 3D.
What should I try next? A new language? Some other game? Learn more on a specific aspect of game programming (AI, sprites, animation, audio etc).

EDIT: Is there any website similar to projecteuler, but for game programming?

Why not make simple platformer with level editor? Like Mario or Megaman...

Unfortunately, you just missed Ludum Dare weekend, but it will come around again in a few months. It is a great way to build up your skills while you're under the pressure of trying to submit an entry in 48 hours.

Where do you think that your skills are lacking? Try to make some games that emphasize that skill area. Try putting the AI into your pac-man game. Try coming up with your own game ideas. You can do a lot with 2D games but if you are really itching to push into 3D you shouldn't hold back.

A new language is really not needed, unless the hurtles you are trying to jump are with the language itself, rather than methods of doing certain things. Is there some part of C++ that confuses you? Arrays, pointers, functions? Again, try and make a simple program or game that emphasizes the things you are struggling with.

I would personally suggest that you add some AI into your pacman game. I believe that AI is of large importance to many games, doing some pacman AI will teach you basic logic and path finding techniques that you can expand upon later. Also if you are choosing to go the C++ route of game development you will also want to start working on making level editors and rendering libraries that can read the level files you are creating. I'm sure that many people will argue this next statement but when you are coding at the lower levels such as C++ with Direct X, OpenGL, or a rendering framework you normally won't get level editor like tools to use and will be required to build your own. Most of the engines and development kits that come with worthy level / scene editors are much larger in scope and normally restrict / remove your ability to code in C++. (Take a look at Unity or UDK for examples).

Beyond those examples if you are looking to learn some more advanced techniques I would suggest learning additional input such as controllers and joysticks and work on building a multiplayer game. Or even building a simple online multiplayer game (Not MMO). A simply RPG might also be a good idea to push your knowledge a bit farther and to learn how to implement massive amounts of features and state / statistic based outcomes. I guess the point I'm trying to make is anything you do that you haven't done before will expose you to new knowledge. Applying that which you have done before in a different way will always solidify your knowledge. Personally when I am learning a new language, library or engine I rewrite my first few demo projects 2 or 3 times each to ensure that I'm learning it correctly. If you feel that you are not yet ready to start applying that which you know towards your own custom project my biggest suggestion is to do it all again and add in some little custom differences.

Thank you all for your replies. I'll try adding the AI in the pac-man game and then I'll continue with the platformer and the RPG.

I forgot to mention I already made a simple level editor. But I save the level in text files with one digit numbers to represent different tiles. What could be a better way to do this if I need more than 10 tiles and can't use numbers? Should I use characters or save it in some other file format?

I forgot to mention I already made a simple level editor. But I save the level in text files with one digit numbers to represent different tiles. What could be a better way to do this if I need more than 10 tiles and can't use numbers? Should I use characters or save it in some other file format?

Instead of just numbers you can use all of the ASCII characters, including letters, numbers, and symbols. You could also make it into a binary file format.