"where do I begin"
As sayerbloke said tutorials are your best friend there is a ton of them on this forum by some awesome people.
First plan what type you are making Fps / Rpg / Mmorpg / 2D / 3D
There is alot of choices.
Fps = First person shooter
no body just arms and guns at cameras x,y,z ... Can be third person with body but a bit more complicated for some
Rpg = Role playing game
Most rpg have to do with quest leveling up etc
MMORPG = Massively multiplayer online role-playing game
Have more then just 1 player on the level. like what world of warcraft does etc
2D = Game made by images onto a flat screen ( no 3D )
3D = A world you can walk around in on the size you can choose
So what i wrote above is where you need to start. Pick what you are trying to do and go from there. Me i am currently working on a open world rpg.
Here is somewhat how i planned
First i picked "Rpg" as my game.
Bought the "Plugins" needed. In this case i use unity for the quest lines and AI etc
Drew out my "Level design"
For making the level there is alot of choices you can use
Fpsc: Can make your level and test in it, And load your universe file
Blender: Free
T.ED: Great program great price.
Without knowing what you are making you wont get much help but this will give you a idea of "where do I begin"
======================================
My software never has bugs. It just develops random features.