Welcome
If you want to make a game you have lots of choices dependent on what sort of game and the complexity.
If you wanted to make one like you find in shops then yes, C++ with OpenGL or DirectX (OpenGL is cross-platform where as DirectX is just windows.)
If you wanted a simple 2D game then C++ with SDL or ActionScript. SDL being able to be more complex (Can be combined with OpenGL) where as ActionScript would allow you to put it on the web, just like Java would.
There's no end of options all with their own cons and pros.