Like me, you probably expected to just jump into a making a game without much of a plan, or an actual game designed, just a bunch of vague ideas of what direction you are heading. You need to take a step back and now that you understand more on how to make things, you need to actually plan out what you hope to make by learning how to Design.

If you are also like me, where you have no clue on what it actually means to design a game, and trying to put together a clusterfuck of different ideas and hope it works, you are in for a bad time. Just because we spent our lives playing games doesn't mean we know how to design them. Also think about what design means, because it is not the same thing as someone who codes a game. Just because you can do something with code, doesn't mean you should.

You should be coding for only 1 of two reasons:

1 - you are prototyping a new idea to see if it works, or just testing/playing around with stuff

2 - you are actually trying to finish a game

If #2 is the goal, you need a game plan. What you want to accomplish needs to be written down/typed up, and you need to break out every task and estimate how long things will take. If you are still uncertain about certain ideas you have, prototype the most important ones first, knowing that it is a prototype and it should just be used as a proof of concept, being ready to throw it away if necessary. Often times, I see how unrealistic my crazy ideas are, and how long it would take me, and realize that I need to go much smaller. I'd recommend checking out this book, http://www.amazon.com/The-Art-Game-Design-lenses/dp/0123694965, it is awesome and probably the most interesting thing I have ever read.

Agreed 100%. Additionally, if you're trying to learn basic OpenGL, Java combined with LWJGL is actually a great choice, since the language is generally quick to iterate with. And definitely go with the advanced pipeline, as learning immediate mode isn't going to help you much if advanced is your end goal.

Also, big piece of advice -- you're really going to want a solid understanding of 3D matrix math before diving in. Particularly, you're going to want to know the difference between row-major and column-major systems, and how to perform basic manipulations in both. To this end, I highly recommend the book Mathematics for 3D Game Programming and Computer Graphics.

Steps to build your own engine from scratch with no knowledge:

1. Math: http://amzn.com/0201558025
   
2. Programming: http://www.amzn.com/0321751043
   
3. Intro Language: http://www.amzn.com/125785321X
   
4. C++ Language (Reference Books):
   
   • http://www.amzn.com/0321958314
     
   • http://www.amzn.com/0201700735
     
   • http://www.amzn.com/0321623215
     
   • http://www.amzn.com/0201183951
     
5. OpenGL Intro: http://opengl-tutorial.org/
   
6. OpenGL Reference: http://www.opengl.org/sdk/docs/
   
7. Scour the internet for voxel info
   
   Note: Most people who decide to put together a voxel engine take about 2 years from inception. At the end of the two years, they will have a library they could use to create a game. They've also already made it through the first 4 steps when they start.
   
   Without a degree program to solidify the concepts, I suspect that the first 4 steps will take at least 2-3 years: about 10-20 hours per week each week.