What do I want to get out of the language? Do I want to have a language that I can speed up the development process, but not have such a high performance game? Or do I want to have to use a meticulous language that requires a lot of time and effort to right the code but is able to wield a high performance result. If you answer yes to a language that is easy to program in, then you are probably going to pick C#, VB.net, or python. If you want performance you will probably want C++ or C.

What future do I want in the Game Development industry? Do I want to program games for fun or do I want to become a professional. If you are looking to program for fun any language that you like will suit you fine. If you are looking to be a professional then C++ is the likely course.

The most important question you must ask is what is my programming background and how much time do I want to spend learning a language. This question should over rule all other factors simple because to get into game development you want to learn the language fast so you can learn the game programming part, and once you do that switching languages is easy if you don't like your choice.

That being said, if you have no programming experience you should go for C#, it's very easy to learn and provides you with concepts that you need in other programming language. For more experienced programmers the choice is simple stick with what you know.

I would like to note that if you answered the first to questions such that you want to learn C++ but you have no programming experience, I would suggest starting with c# and learning so simple game programming and then make the switch.

The next step is to actually learn the language. This step is the easiest to explain but the one of the hardest to actually do. If you want to learn c# I would recommend find Microsoft's absolute beginners series on it? That would give you the basic ground work, and then you would want to get more in detail with the language. Luckily Microsoft provides us with a webcast that does just that. To find it search for Microsoft's C# soup to nuts web cast series.

Next, you will want to purchase a good reference book. You may be able to find a free one online. C++ is relatively simple to find info on just do a Google search for c++ and the info is all right there. There all also plenty of reference books on the language that you may want to buy after you have the foundation of the language learned.

The next step is to pick a game development API. An API is like a helper in game programming, it provides you with code that is already written that perforce calculation that is done often in game programming. The 2 major APIs are DirectX and OpenGL. Having no experience in OpenGL I suggest DirrectX. If you have chosen to use C# you will want to use the new XNA framework, which is like DirectX specifically for C#. It also allows you to program games for the Xbox360. It drastically simplifies the game development process. There are tons of tutorials on XNA but a good place to start is the XNA creators club. If you are using C++ there are nearly infinite tutorials on C++ and DirectX.

Once you have picked an API you will want to start learning it, I have already gave an idea on where to get but online tutorials can only get you so far. After you have a basic knowledge you will want a comprehensive book on the API and game programming with it. XNA has a few books on it but if you want comprehensive book go for Professional XNA game programming.

DirectX has tons of books on it but I suggest intro to 3d game programming with DirectX 9, or if your want make first person shooters programming a multiplayer FPS with DirectX 9. Please note that you must have a basic understanding of the API and game programming (obtained from the online tutorials) before reading these books in order to understand them.

The last step is to program a game but even having all the knowledge from the books and tutorials, programming a game is not simple. I suggest you don't start trying to program a commercial quality game but start with basic games then work your way up to more advance complex games.