To just get into C/C++ programming, check out http://cprogramming.com/
For basic 2D sprite stuff, I recommend SDL http://www.libsdl.org/ (you can also set up OpenGL through it).
For openGL, you can go to NeHe like linked earlier, HOWEVER: His code tends to look like crap. But that's for a reason (I don't actually know what the guy's actual production code looks like).
That's something important to be aware of when reading random/any tutorial online. They write hacky, poorly-laid-out code because they're there to demonstrate how the library works. However, you should never confuse tutorial code for well-designed, scalable, high-quality code. It's usually some piece of shite that is NOT meant to be expanded upon as is.
Sooooo, to remedy that, don't do what most people do. Most people do this:
1) Learn language basics (enough to write something that takes input, and prints basic output)
2) Start learning openGL through NeHe or whatever other tutorial
3) Decide that they will code a "game engine" laughable
Instead, do realistic, small projects that you can drive all the way through to completion. When you're more comfortable with code, and moving it around and stuff, read up on design patterns so you start having a better idea of how this stuff should be laid out.
Also, if you're serious about C++, look up "Effective C++", "More Effective C++" and "Effective STL" by Scott Meyers, who will also give you some fantastic tips on how not to write shitty-ass code. 
Same goes for Java - you should not be doing any serious Java work without skimming through "Effective Java" first.
(note: all my advice above is more for the point of view where you'll be eventually doing work that you'll distribute and others will have to update, so don't feel discouraged or anything - just know how deep the rabbit hole goes, and don't be too ambitious with your projects too early)
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