My friend Brian Scarbeau who teaches computer science at a high school in Florida gave me this link to a discussion of the path one could/should take towards becoming a professional game developer. A lot of students I talk to want to become professional game developers but they really don't have any idea what is actually required to get there. This list gives something of an idea.
Computer games, especially console games, involve a lot more than programming. There is graphic design, story telling, character development, and much more. The credits for a modern console video game is as long if not longer than that for many movies and most TV shows. But even if you are restricting yourself to the programming there is a lot to know.
There are libraries, resources (how do you work with images and sounds?) and lots more. I think this discussion at the MSDN Forums is a good place to start thinking about what is really involved. The XNA Game Studio Express is at least a good place to start learning with. Up until now students and hobbyists didn't have a good way to start understanding and developing for console game devices. It's a pretty great time to be learning how to program.