Start with computer games, like everyone else did. A good game is both a programming and design challenge, needs careful thinking about internal structure, and it uses system libraries in ways that teach a lot, but don't tend break stuff and don't require a "good reason with good result" like actual "useful" software does.

General rule is that after writing enough stuff, some kind of enlightenment will unavoidably happen.

A nice point to start (if you feel like C) is http://gamedev.net/, especially http://nehe.gamedev.net/ . There are also many other good points to start :D