1) With a very basic level of c++ experience you can already start using the Dark Game SDK. If you can work with if/while/for constructions and little functions, you can already have a lot of fun while programming with it. Lot's from standard c++ libraries can be alternately done with the sdk functions (random function, sine, cosine, file handling...).
However, in most cases it's interesting to know the c++ equivalents (in the case of file handling to allow a more advanced error handling). There are also some interesting things you can achieve with c++ that you can't do with the db commandos, such as linked lists, structures and classes (which might be used for object oriented programming).
2) Any model program that can export 3d studio files (.3ds) will do. I personally prefer Rhinoceros, the learning curve is not steep at all and it's a very powerful program which is especially usefull for non-organic modelling. The texturing options are limited, and animation is not possible, so for texturing/animating you can use 3d studio max, for which you can get a plug-in to support the .X file format which is supported by the engine of the Dark Game SDK.
You can also use 3dsmax to make your models. I think 3dsmax is better for organic modelling (= modeling of human characters, animals, aliens, creatures...) compared with Rhino. Maya is also great (but the most expensive -read: unnafordable for single users-). Lightwave has the steepmost learning curve, but has great procedural texturing options (which you can't use with the Dark SDK). Both 3dsmax, maya and lightwave are complete packages which you can use to model, texture and animate.
Another good complete program is SoftImage. If you want something cheaper (I guess it's cheaper) you can use Cinema3d. However, I'm not sure if those two can export to any by dgSDK supported file format.
A cheap/userfriendly/easy program like Bryce might be nice to fastly set up a scene and make renders (for use in pre-rendered background images when you combine 2d and 3d in a game), but it's not really a modelling tool (it can only do boolean operations), and it can't export models.
As you see, you don't need much to get started. You could even just get to know the very basics of C++ and use models you find online (there are several sites where you can find models free of copyright, like www.3dcafe.com, which unfortunately appears to be down for the moment).
If you want to focus on the graphics design, you can be learning a modeling progam, or if you want to focus more on good programming techniques, you can focus more on c++ and use the dark game sdk to make quick visualisations of your programming efforts.
I hope this will help you any further...
in 2002-2003 I used to be active here under the name 'freak'