I been thinking I can just play around with game engine that uses C++ since I'm still learning about C++. What do you think? Should I start playing the game engine now or when I'm finish reading the "How to program C++" book ;o?
My advice is to take a look at it now. You'll probably be a bit overwhelmed at first, but the best way to learn about it is to expose yourself to it. Don't be afraid of giving it a go and don't be afraid of not understanding it at first.
When I did my game programming class, they also introduced us immediately to a game engine. It has pros and it has cons. For one, you can become quickly accustomed to the game engine and do some really fancy stuff, but at the same time it worried me that I had no technical understanding of what really was happening.
At some point they introduced us to dynamic memory, but they didn't explain how dangerous it could've been when used wrong. My advice is to do it with the game engine, but be sure not to loose focus on the language and it's technical side.