I learned C++ as my first object oriented language. As long as you dont immediately start diving into polymorphism or bizarre inheritance schemes, it's completely able to teach you how OO works. Java and C# are both somewhat better about driving home data binding to an object, but you can just write good C++ code and get the same thing.
In terms of what games are written in, if you are talking console or PC titles, they are overwhelmingly in C and C++ as languages. Web based delivery is often in Java or Flash (Flash is a TERRIBLE programming language, as it confuses the visual characteristics of display with ownership of state and execution sequence, and in any real programming system they should be only marginally related).
The definitive resource is Stroustrups "
The C++ Programming Language" as he is, after all, the guy who invented it. I would also highly recommend "
Effective C++" as a great conceptual and basic semantics guide.
GREEN.
"Please don't lock up these words." - Lenny Bruce