Ok. first step is first.
You need a programming language, C# is the best for newbies, and it has a good balance between development speed, performance and flexibility. Also, since DirectX is a bitch to use, i suggest you use XNA for your graphics.
XNA is a programming framework that provides many tools that makes directX A LOT easier to use.
And no i wont mentor you; teaching people how to program has always been a bitch to me, because they are usually like, "NO YOUR WRONG, MY CODE IS NOT MESSY" or something stupid like that.
---
Simply put, programming should not be taught by teachers mentors or what not, instead they should be taught by friends and project mates, and/or via code samples, and online tutorials.
Normally when i learn a new programming language, i try to make something big, but not outrageously big. For example, for my first c# project i've been working on making the game CodeName SSG:
http://codenamessg.tkIt's not fancy, but i've learned a lot programming it.
i hope that helps.