"game industry" is a broad question. There are:
- AI programming
- Graphic programming.
- Sound programming.
- Tool programming.
- Scripting.
- Physics programming.
- Network programming.
You probably already can deal with #7, #5 and #4.
As for the rest - mostly it is a dealing with some kind of API, plus you need a very good understanding of 3D math (unless you make 2D game, that is).
For 3d math I cannot help you. I picked info in various non-english sources, and most of them aren't available anymore. However, I think this resource might contain info of interest.
For general 3d graphic info you need to study DirectX SDK and NVidia SDKs (both DirectX and OpenGL), plus there are OpenGL books you HAVE to read:
1. Francis s Hill, "Computer Graphics using OpenGL".
2. OpenGL programming guide aka "Red Book"
3. OpenGL shading language (aka "Orange Book")
4. And you might want to take a look at OpenGL reference manucal ("Blue Book")
I'm talking about OpenGL because while it doesn't offer same level of control for hardware resources, it is easier to get started with than DirectX, and available on larger selection of platforms and have a same power as DirectX. Plus GLSL isn't that different from HLSL (except that GLSL doesn't have remnants of assembly shader programming like HLSL), close enough to C++, so it is relatively easy to get started.
One important thing - if you seriously want to deal with 3D, you have to be able to easily imagine 3d operations in your mind. I.e. how to rotate object, scale object, move object, what matrix means, what is reflection vectors, how to cut polygon with planes, how to find intersection of two meshes, etc, and you should have at least basic understanding of more complex thing like boolean operations on polygonal meshes. I have no idea how to develop this skill (it is very close to "mechanical drawing"), but you'll get a lot of difficulties without it.