Similar to the rest of the tech industry, game dev is a very wide field, if you want to work on large games I would suggest you figure out where in the pipeline interests you most (technical art, gameplay, tools/engine, networking, audio, rendering, live Ops) and build projects that revolve around that domain. If you want to work on smaller games then you just have to start making games. To me, the only real difference between game programming and most other programming is the need for more complicated math so making sure you have a solid understanding of the maths used will serve you far better than learning any specific language/engine.