C++ is THE defacto language not only for game development but for pretty much everything else, including the browser you are using along with the OS it runs on.
So if you are considering ever getting serious with programming C/C++ should be top at your list.
As for speed C++ IS generally fast than Java.
Why generally?Well, the truth is that C++ is faster than Java, is faster than pretty much everything else actually, but sometimes C++ code can be poorly written and Java may prevent beginners to make some mistakes resulting in many of the claims that Java is as fast as C++, there are even claims that Python/Psyco are as fast as C++ and faster than Java.
Keep in mind that no program written for a framework (Java, .NET, VB, etc) will ever run faster than a program that runs on a lower level (direct on the OS or even the hardware) like C/C++, ASM, Pascal and so on.
Take a look at this:
Poorly written C++ half the speed of Java, properly written is much faster
At the end of the day you should go with the language that you feel more comfortable with, remember that python is enterprise ready, commercial, stable, great for beginners, awesome to use on "Web 2.0" projects not to mention that is a lot of fun too.