After playing some indie games like Minecraft and Cave Story, I've been thinking about investing my time to make my own game. I'd make my own artwork and music and program it.
But I don't exactly know where to begin, so if you could tell me what is necessary to create one or give me links to tutorials or good software, that would be greatly appreciated ^^.

I'd probably be making a 2D game, with MIDI composing and whatnot. I'm thinking about learning C++ for the programming part and I could probably pull off making my own sprites. But I'm starting pretty much from scratch so I'd say I'm being rather ambitious...

I suggest Game Maker (at yoyogames.com).  It may be a bit costly, but it's worth it.  With both 2D and 3D capabilities, it works great for any kind of game you want to make.  Easy drag and drop event lists and built-in image editors...  It's perfect!  And if you want to, it also has a built-in programming language that's pretty easy to learn/use, called GML.  Try it out if you want, but I'm just giving you advice!

I would say that you first have to find an engine unless you want to build that yourself. I use Unity though you have to know C# not C++. Either way they are similar and you can make anything with Unity if you know what you are doing.

*Looks at posts above* That's a little complicated for a beginner. Hun I just got started game making myself. The first thing I would advise you to do is ask David07 (the boss of this site) for a free download of RPGmaker2k3 alternatively named Rpgmaker2003. That will give you a relatively easy engine to start with and the 2D graphics that you desire. My two favorite sites for tutorials (albeit they are limited) is rpgmaker.net and rpgrevolution.com. I recommend Rpgmaker2003 because you will be able to use it when you first get it as a beginner but it will still be useful when you have learned enough to become an expert.

As for the game itself the first thing you want to determine is what KIND of game is it. Is it a straight rpg, a platformer, a sandbox/open world, or a puzzle game. The game I am working on is a sandbox/open world game. So you are not limited to rpg games within the RPGmaker it makes other types of games as well.

RPGmaker2003 also as an export/import system so that you can add your own music, videos(for cutscenes), tiles, sprites, etc. (I even seen some people who are more experience then I am import voices into their RPGmaker).

Ask more question if you want more answers ^.^

I use rpg maker VX its easy enough to use it's kinda costly but easy to hack if your in to that