First learn C++: http://cplusplus.com/doc/tutorial/
Second, develop your skills: http://www.codechef.com
Third, google algorithm and data structure tutorials.
Fourth, pick a library (SDL/SFML/Allegro).
Fifth, read tutorials for said library.
Sixth, start making games and move onto game engines and more advanced games.
In regards to reading, actually do what you are reading. I'm amazed at how many people just read programming tutorials or books and think that will get them by. Actually coding is the way to learn, not just reading and memorizing them.