Well you can't learn all at once. Anyhow, when it comes to graphics and game engines there is basically two different approaches a company can use:
1. Create your own game engine.
2. Use an existing one, such as Unity 3D, Unreal Engine or CryEngine.
To make your own game engine (or develop an existing one) you'll need some serious programming skills, you'd probably learn C++ and Direct3D or OpenGL, and a lot of other stuff. To the sound of it developing game engines is not what you want to do (it's going to take you months or years to create even a simple game engine for 3D graphics, especially if you know nothing about programming).
I'd recommend you learn an existing game engine such as Unity 3D which is very popular among indie game developers.
To create models and animation you use something like Autodesk Maya, 3Ds Max or Blender. Of the three, Blender is free, but Maya and 3Ds Max are probably used a lot more in big gaming companies so you might want to learn one of them if you want to work professionally with it. If you're a student you can get a student license for free.
The things you can do in these software includes modelling, UV layout, texturing (although you'd probably use Photoshop or something like that to create your textures), rigging and animation. All of which is necessary to create game characters, and each of these steps take a long time to learn. You'd probably spend a few months learning any of these software to go from a concept to a good animated model.
There is also concept artists which kind of helps the modeler in creating reference pictures of the characters and environments.
So when you have your models and characters you can put them in the game engine. You then also need to program the game logic. This is often done in some scripting language used by the game engine, but could also require some more serious programming depending on the type of game. Then you need to do level design and so on.
There is a lot of other things I didn't mention as well. But start by learning a 3D modelling software and a game engine and you'll have plenty to do already.
If you decide to learn 3Ds Max or Maya, I'd recommend you to look at Digital Tutors video tutorials. You pay a subscription fee every month to access the videos but they have very good videos for beginners, where they teach you every step in the process. I learnt 3D modelling and animation by watching their Maya tutorials.