I started by going up in level every now and then. At first I used PowerPoint to make games, then I moved to other things and landed on Java (/w Swing) for a few years. Now I use a few C libraries to make games (in C++11 or C99 usually).
Other people may instead use pre-built game engines, which work usually well enough for them. Easier learning curve with those, unlike what I did which took many years.