On the off-chance that you don't mean formal education (or honestly, even if you do) I think the best place to start, especially if you have never done any programming before, is to pick one piece of software that people use to make games and just...learn it. Watch/read tutorials, go through it step by step, make a simple game. Or at least the beginning of one. ^^;
Learning to think like a programmer is its own skill, and one that people don't often gain in their everyday lives...at this point, we spend most of our time with very complex computer programs that don't ask us to do anything except push a button to get what we want. You really have to go out of your way just to see what's going on under the surface, let alone understand it and modify it. So every little bit of experience helps.
I used to mess around on Scratch when I was a kid, and I think that foundation greatly helped me to pass the one CS class I took in college...and that CS class helped me when I started learning to make my own game, by teaching me what 'formal' code looks like and what the conventions are (Scratch is cute, but most programming languages do not come with colorful blocks for you to play with ^^; ).
It also taught me how to debug...which is an essential skill, because the further you go with computer science, the more freedom you will have, and more freedom = more potential bugs (especially in games, where you have to anticipate players goofing around and pushing the limits of your code). But that's actually a good thing, because debugging teaches you how to find and fix problems by breaking down your own logic, and that's the most important thing for a programmer to learn.