Trying to get into game programming. No idea what I'm supposed to learn

Let me explain myself a little better. I've been learning c++ piece by piece for a few months. I've read a couple of books and I'm learning a lot, but I have no idea how I'm supposed to start putting this information into game development. I am currently reading a few books, one titled "Game Engine Architecture" and one called "Game Coding Complete". I'm a few chapters into each one and I feel like they're just giving me overviews and I'm not actually learning anything.

My question is, how do I get started? I'm somewhat versed in C++ but I have no idea how to start practicing implementation of C++ into a game. I feel like this far in I should know a lot more and I just don't know what to learn. There isn't a "game coding for dummies" that is actually useful.

Should I just use Unity and learn C#?

Should I attempt to learn how to create my own engine?

What am I supposed to do to create my own game?
"What am I supposed to do to create my own game?"

Two things. Firstly, ability to controls the pixels.

Pick a library such as SDL or SFML. Pick a picture from the internet. Make a program that shows the picture using the library. Now make it play music when you click the mouse. Now make it display the co-ordinates of the mouse pointer when you move it across the screen. Now add another, smaller picture over the top of the big picture and make it move to wherever the mouse is.

At this point you know enough to keep going.

Secondly, an actual idea for a game. If you don't have any (and most people who think they want to make a game don't actually have any ideas - most of them don't actually want to make a game, they just want to have made a game). Re-implement space invaders.
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