My tips:
Learn to research your own questions before asking them. Why? Educated questions are the best questions. Plus, people are more likely to respond if you have a specific question.
If you are under 16 (don't post your age), I recommend you wait to get into programming and look into modding games. Programming is tough, especially for younger folks, and the modding route will help you to avoid that while still allowing you to work with game engine's and create some cool stuff. I recommend Source SDK (very well documented) and UnrealEd (very nice engine). If you want to do more outside of an FPS with these engine's it's going to require coding.
If you are over 16, the above route is still a good way to go. Modding isn't a route for kids, don't get that impression. It's very rewarding and often the quickest way into the game industry. Anyway, you could probably get into programming at this age. Playbasic and DBP are great ways to break in. If you are feeling really brave, learn C# and use XNA game studio.
As far as 3D apps go, Blender is free, well documented, has a great community and CAN produce awesome works of art. People complain that Blender doesn't have the abilities 3D Studio Max does. That's true to a certain degree, but it's the artist, not the tool, that get's the job done.
"If I have seen a little further it is by standing on the shoulders of Giants" - Isaac Newton
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