Come up with an idea
Map out that idea
Decide the target market for said idea
Develop against that target market.
If you want to make a PC Game to hit the steam powered network:
DirectX & OpenGL are two very viable libraries.
If you want to hit the iPhone then you need to know Objective-C
If you want to hit the droid market then you need to know Java.
...etc
Want to end up on the XBOX check out the XNA stuff from microsoft.
There are so many available game engines (Free too!) that picking your starting point is more of what you are comfortable with and what platform you want to end up on.
:) happy coding and cheers!