If you want skills that'll translate into the games industry on desktop computers NOW then learn C++ and about DirectX on windows. Every games shop I've worked in has been exclusively C or C++, apart from mobile phone games which were J2ME.
One problem with C++ is that consoles (apart from the Xbox360) have terrible C++ compilers so most of the time you're working with a crippled language if you want some performance out of it.
I'd also have a look at some 3rd party games engines as most companies aren't bothering to create or maintain their own these days. Unity
] is quite popular as it's cross platform and has a .Net interface and a C++ one if you can dig into their docs far enough.
Edit: English fail corrected