I've used XNA GameStudio to develop a few, but I had a decent amount of background in programming prior to that. Even so, there are a lot of aspects specific to game programming that I am still ignorant to, so my suggestion would be to learn a language (Java is my recommendation for a beginner) and start by making simple games you already know, like blackjack. It might be boring to do, but you have to walk before you can run and you learn a lot of handy tips and tricks on the way up. For example, it took me a long time to try and work out how to do non-consecutive line clearing in a Tetris game I made, but once I did, it really helped improve my programming style and how I went about various algorithms.
