Actually, I would stay away from SDL, Torque, or any other 3rd party game development tools or libraries. Focus on programming in pure C++. Focus on the architecture of a game, and object oriented programming concepts. Focus on understanding pointers. Focus some of your effort using different data structures.
Sure, this part isn't the "FUN" part... But I guarantee it will save you wasting time in the future, and possible burnout.
So what I would recommend is to build a text based adventure game. Create good object classes. Dabble in inheritance and polymorphism. Complete a working game. Document your code. Along your trip, ask questions on GD.net, and even here for C++ concepts you don't really understand. Ask for advice.
When you get that done, go onto www.gamedev.net and post your game/source in the forum. Let people play it. Let people into your source code, and look for those individuals that are willing to give you feedback on it. They're around. Start networking with the people there.
Once you finish that, jump into the 2D realm with Simple DirectMedia Layer library to create a pong, breakout, a simple shooter game, or a rpg using the principles you've learned.
I give this advice simply because if you just dive right into 2D, or god forbid, 3D, you will seriously risk burning yourself out in frustration. Walking before you really crawl will face plant you in the intensive care unit when you're dealing with game programming. That said, I would also polish up on your math. ;)