You should stick with straight C++ in the beginning. You don't really need to learn the rest. Visual C++ is just the IDE and some libraries, but it is still C++.
It's a bit to keep track of. Visual C++ compiles standard (or native) C++. C++ is an extension of C, so they are more or less the same language. C# is an entirely different language, as is managed (or nonnative) C++. Managed C++ is also sometimes refered to as C++.NET, but .NET is also refers to the Visual C++ compiler since 2002, which also compiles native/standard C++.
Confused? That isn't surprising.
If you just want to learn standard C++ (my recommendation), you can follow these videos:
http://xoax.net/comp/cpp/index.php
They are perfect for beginners. This one can get you started by showing you how to install a free compiler:
http://xoax.net/comp/cpp/console/Lesson0.php
Here are some simple games with code downloads that you can use to get some ideas:
http://xoax.net/comp/cpp/console/Lesson9.php
http://xoax.net/comp/cpp/console/Lesson23.php
http://xoax.net/comp/cpp/console/Lesson29.php
These tutorials can get you started with graphics programming in OpenGL:
http://xoax.net/comp/cpp/opengl/index.php
You can go through the tutorials and if you have questions on them or anything else in C++, please post to me here:
http://xoax.net/forum/
Enjoy!