It's very rare to write a physics engine for a game anymore. Usually, a third party library, either free or commercial, is used instead. The same goes for other aspects of game engines, too. Rendering, sound, AI, animation, GUI, networking, etc. It's rare that anyone writes a game engine from scratch these days. Usually people buy them. If they do make them, they buy a bunch of middleware to do the difficult tasks.
There's lots of places to start learning game programming. If you want to just go "make a game" I'd suggest diving into Unity. Unity is a fantastic, very easy to use game engine that can be used to make just about anything. It even provides most of the features of commercial engines (especially the upcoming version 3).
If you want to learn more about the fundamentals of game programming, check out PyGame or XNA. They take away a lot of the tedium normally found in managing graphics, input, sound etc. They won't do physics for you (they are not engines, just APIs), but there's a lot of free, easy to use solutions.