I've heard good things about them both, but be advised that C# and XNA will not, at least, not in the forseeable future be used for AAA games on major consoles, this generation or next, or on PCs.
That being said, it's apparently very good for more independent games, so if your goal is to make a game that you can market on XBLA, or something of a similar sort, then by all means, use XNA. It's fast, it's apparently reasonably easy, and has lots of support, and seems like a great way to get started in game development.
However, if your end goal is to get into the industry, in one way or another, or if you want to learn some more general programming, then I'd advise learning C++ from get-go (not that C# is bad!). Learning a lower-level language like C++ or C, or even Java (though not as much) gives you a ton of incidental benefits, and doesn't give you anywhere near as many bad habits as higher-level languages; it forces you to eventually learn how systems manage memory, how data is physically represented in a computer, and just how the CPU (and other hardware) do what you tell it. C++ is essentially the industry standard for games; while there are a few major games written in Java, or C, or other languages, the vast majority of large 3D titles are written in C++, mainly due to it's speed (very few things beat it, usually only really low-level languages like C and FORTRAN, though occasionally Java can be made to run faster in certain circumstances (though these are very few, and far between)), compile-time flexibility, and large-scale engine support.</c++marketingblurb>
So you can probably see where I stand on the issue. But it's very much up to you. Heard very good things about C#, especially for more independent games. But if you really want to eventually make/contribute to large titles, you should probably learn C++ from the start.
To be honest; I've never really found it to be that complex. I personally believe it's really only unapproachabley complex when you've already learned a language like python, and go in expecting it to be something it's not. You just have to get into the mindset of thinking of things as memory locations and simplistic variables, rather than as abstract objects that do different things depending on context (though you can do this too, which is a key feature of C++ and other object-oriented languages like Java and C#, but you need to master the first part before you can move onto this, unlike in other languages where it's kind of shoved down your throat without explanation). Once you get that kind of thinking going, honestly, it seems a hell of a lot more logical than most languages.
If you start slow, and small (and hey; I'm here to help!), you sure as hell won't be able to get things up and running at the same rate you'd have in perl, python, ruby, C#, or others, but you'd have a much better understanding of what the system is actually doing, and in the end, you'd be able to write faster, and in certain cases, much faster code, which is always an issue for games (we always want to show as much detail as possible, in sound, graphics and physics; the faster the code, the more calculations we can do, and the more detail we can cram in).
If you're really willing, and don't mind that it might take a year or two to really get into the full swing of things, I have no qualms about pointing you in the right direction, or giving a bit (or a lot) of help when you need it. What'dyou say?
this might not be my place to comment, because I'm a relative newbie to programming too, but here's my two cents re. c++
I'm currently learning C++ from a book called Programming Principles and Practices Using C++, by Bjarne Stroustrop. it's meant to be used for classes (which is also why it's updated almost every year, I think (oh, and they have a support site as well)), so it provides a bunch of exercises (I don't know about you, but if someone just talks theory at me for a long while without giving me a chance to experiment and figure things out for myself, I end up forgetting most of what was said) and, while it does hold your hand a bit early on, it doesn't talk down to you, and proceeds to the interesting parts of learning programming fairly quickly.
I recommend it :]
edit: thanks for indirectly reminding me about code: blocks btw, eriond. I'd been using bloodshed dev, and this is much more user-friendly.
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