I've heard that you might as well just jump straight in if you want to make games right away. You're not going to be putting together a game with C++ or even Java until you're pretty damn good at it anyways. That's why all these toolsets and engines already exist.
But after a while of playing around with one, you'll notice that your options are a bit limited. Then you might look at that "scripting" thing people have been talking about. And you'll find out that you were just scratching the surface of what you can do with the engine. At the same time, starting to script can be incredibly overwhelming if you haven't programmed before.
This is where programming comes in handy. Most scripting is based on some sort of programming language, usually Java or C++. You will definitely want a basic understanding of these languages. I suggest picking up "Java All-In-One Desk Reference for Dummies". It was much better than my University textbook and prof, and you'll learn all the basics. I've also heard that Python would be a good language to learn as a beginner, but in the end, as long as you learn some language, you'll be fine.
By basics I mean things such as variable types, arrays, recursion, loops, switch/case, if statements, parameters, and calling and returning functions.
So my recommendation? Pick up a book on programming in the language of your choice. Work through half of the book. There will be exercises. Do these! You can't learn to program without programming. Once you've done that, get your toolset/engine/SDK of choice and start making a game. Start simple. Do all of the tutorials provided by its creators. Then do some more made by users if you're still not comfortable.
Then try playing with the toolset yourself. See what you can come up with. Don't neglect the scripts. Build stories. Spawn dreams. Create worlds.
