For Windows games:
Basically you'll need to learn C/C++ (or Java if you're into that sort of thing),
Windows programming, graphics programming, DirectX, and perhaps OpenGL.
Let me tell you this, there is no one book that adequately covers these topics.
You'll probably end up with at least a dozen different books... and it's not going
to happen overnight. It's going to cost big $$$.
What I'd suggest is to go over to
GameDev.net and check out
the books they have listed in the books section. That should give you some
ideas.
Remember, start with the basics first!