http://www.gamasutra.com has tons of articles on everything from philosophical design issues to vertex shaders to bit-twiddly network programming. Highly recommended.
http://www.flipcode.com and
http://www.gamedev.net also have tons of useful articles and resources.
http://www.gametutorials.com has tutorials on networking, opengl, directx, win32 programming, and loads more.
http://nehe.gamedev.net is a great place to start learning about OpenGL coding. If the game you're thinking of is a 3D game, I strongly advise you to go with OpenGL as your graphics API - it's easy to learn, widely supported and very powerful, especially in combination with the latest hardware and shading languages (like Nvidia's Cg language).
If I could give you any advice on game coding/design : design before you code, plan before you design, and think before you plan. If you don't, you'll be knee-deep in code before you know it, without ever getting anywhere.
I should know - I've been trying to program little games for years, with very little success. But now that I'm a little older and I've come to my senses, I'm just reading all the articles and tutorials, making notes, writing little test programs, slowly working on a design document for my game, and building up the confidence I need to jump into my game project. So should you.
Good luck !