Reddit mentions of Beginning Game Programming

(This specifically addresses which library/engine you should use) I may be unreasonable, but I have this need to build as much of my code as I can by myself, which is why I find DirectX so useful. It is not too difficult to get into, and with the right book you can start building up an arsenal of basic functions. Then, once you want to start building larger projects you can build your own game engine, that is designed exactly how you think it should, because you made it and not someone else. I've heard OpenGL is good too, though I've never tried it.
boldTL:DR bold Use DirectX/OpenGL if you want.

You may be interested in this book by Jonathan Harbour. I read the Java one and found it to be quite a useful introduction; the one I linked is the C++ version, and uses DirectX.

Newer consoles also have multicore processing. Therefore threading.
Also, this book is a great intro to programming book that uses a variant of BASIC for its language. The whole book is also a journey towards building a version of brickbreaker, so you'll be able to apply a lot of the same principles to PONG!

I still have the first edition of Beginning Game Programming. Great book that teaches the basics of c++ using a "game programming" theme. :)