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Programming a Video Game
While there are no set ways to start off in programming a video game, there are some helpful tips that can help you on your way.
 The first basic step is picking a programming language and sticking with it. You'll need to learn one language and know it inside and out. Learning a bit of c# and then some c++ along with a taste of another just won't cut it. While there are many languages that can be used, the safest bet is most likely going to be c++ paired up with Microsoft Visual Studio (Visual Studio is an example of an Integrated Development Environment or "IDE". An IDE is a complete suite of software tools for programmers.) Most major studios use c++ with Visual Studio. A good alternative for Indie developers is c# working with Microsoft XNA as the Integrated Development Environment.
Once you've committed to learning a programming language, don't jump right to programming a video game. You're going to have to hammer through tutorials and the basics of programming first. The video game aspect of coding will have to come later. Learn about programming logic as well as other basic aspects. A good first program to complete is a calculator. Sound boring? Well, it's a great first program to get your feet wet in what you're going to have to know later on. Other basic programs will also benefit going through and getting a firm understanding even though you might not see the connection to video games just yet.
 When you DO finally start with programming a video game, again start small. Working on moving a simple square and collision detection is the kind of thing you want to start off with. Not a 3D level or something more complicated. In fact, don't even think about 3D until you've mastered 2D gaming first. A great goal to aim for with 2D game programming is eventually creating a game like Tetris. Despite it being relatively simple in the visual and controls department, the code for this game covers a lot that you're going to need to know making more advanced games in the future.
Are you interested in 3D game programming? If so, you're going to want to be quite comfortable with linear algebra. This will be key in working in the 3D space of a video game. Once you're working with 3D visuals, you'll want to get comfortable with graphics APIs such as Direct3D or OpenGL. Direct3D is one of the APIs included with DirectX that handles 3D and is exclusive to Microsoft platforms such as Windows and Xbox. OpenGL is 2d and 3d API that works on Windows, OSX, Playstation platforms and more.
While this doesn't cover the fine details of programming a video game, this does give you a starting point. So why not get started? :)
Related Topics:
Video Game Programming Degree
Video Game Design Schools
AI in Video Games
Video Game IDE
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