Most developing tools are for free now. C++ is still often used (IDE Visual Studio Express, free), but other hi-languages like java (IDE e.g. eclipse) are good alternatives. If you want to write some casual/web based game, scripting languages are a good choice too.

If you want to dive into 3d games, try out the SDK of Unity or UDK, both are very good engines you can play around for free (thought it costs money/royalities if you want to get some money out of it).

My usual advice for starting programming, is get a python book, and go from there. Your prior programming experience will help you, but I still recommend this path. You don't need to buy anything but the book, and even that can be found online for free.

My advice is to never ever touch python whilst it is really easy to pick up it is a pain to find why your thing isn't doing what it is supposed to (whitespace is a bad indentation indicator especially when tab and space are handled differently). You are better of starting with C# or Java both have additional libraries that allow you to make games with them.
Eclipse is free and a good IDE for Java development and for C# there are the Express editions of Visual Studio to work with. There are numerous tutorial sites out there that help with either language and the game development packages for them.

Thanks for the prompt responses. What's the main differences between C# and C++?

No memory management,

No multiple inheritance,

No pointers or references ( as in you can declare them as such ),

Generally easier to use, masssive support framework (.NET library which handles a lot of things for you).

Thanks again.

I've just downloaded Bloodshed Dev-C++ as it seemed to have the most hits in a search. Looking forward to reading the forums and learning from you all.

Bloodshed hasn't been updated in years (a couple of projects have tried to revive it, but the last I heard they weren't very far along). I strongly recommend you ditch it and go for one of the many up-to-date, active IDEs below. Note that some of these come with a compiler, but others will require you to download and install a compiler separately, such as MingW.

Code::Blocks (has a version with MingW bundled)
CodeLite
Visual Studio Express (comes with the MS compiler)

Eclipse

Netbeans

Thanks for the prompt responses. What's the main differences between C# and C++?

learning c++ is better, i learned c++ and vb and I can recognize c# codes and even code or script with them without learning

Learning C++ isn't at all "better" than learning C#.

C# is a very powerful language with a huge amount of libraries available as NightCreature mentioned, and it is considered to be much more beginner friendly than C++ is.

Modern C++ (ie. C++11) is a vast improvement to 'old' C++ when it comes to usability, but it's still completely possible to do things horribly wrong in very spectacular ways without being given a clear reason why things went wrong. This is not a position you want to be in when getting (re-)acquainted with programming.

Focus on the essentials of the actual programming first, not on all of the additional things C++ makes you go through. C# is a very good language for this, and it has a bunch of game-related libraries you can jump into from day 1, although it definitely isn't the only choice available.