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Actually stage 1 is designing the game. Before you ever touch code, you need to determine what you want the game to be about. What style of game is it? RPG? FPS? RTS? MMO? Who are your main characters? What are their goals? How do they accomplish these goals? Where does the game take place? What is the storyline?
Once you have all these figured out, then you can worry about the platform. I am going to assume this is a PC game, so what OS? Windows only or do you want it to run on Linux and Mac as well? Is it browser based or stand alone?
Once you determine these then you can figure what style of code you would need. Browser based games could be either one or a mix of Flash, Java, Javascript, PHP/ASP, and HTML. Stand alone games could be made in several different languages. Most popular are C++, C#, and Java. If you want Linux and Mac as well, that rules out C# with XNA as those are Windows only. You also need to determine what library you want to use. DirectX is pretty popular, but again is Windows only. There are several other options for cross-platform games, the one I know of best is SDL which uses OpenGL for 3D graphics.
Then once you have all these decision done, you can get into learning the stuff you need to learn to make the game engine, characters, levels, graphics, sounds, etc that you will be using in the game.
There is a reason professional games are made with a large team and takes years to develop.
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