Been looking into getting my hands dirty with Game Development, but can never start it.

I can code in Cpp, Java and python. And would love to know from you people, how you started developing games, and how I should do it. 
Apologies if this question has been asked too many times.

I started by going up in level every now and then. At first I used PowerPoint to make games, then I moved to other things and landed on Java (/w Swing) for a few years. Now I use a few C libraries to make games (in C++11 or C99 usually).

Other people may instead use pre-built game engines, which work usually well enough for them. Easier learning curve with those, unlike what I did which took many years.

bump

Find a game engine, Learn how to use it, Make a bunch of tiny games. 

Honestly game development is just like anything else the only way to start is to jump in.

I'd recommend GameMaker Studio  but with your programming knowledge you might like using Godot more?   

Yeah gameMaker can be good to start.

Use a  tool where there is a lot of documentation and tutorials to get you started. So Unity or game maker are nice.

It also depends on the game you want to make. If it's a 2D RPG, user RPG maker. If it's a 3D fps, unity or unreal engine should do it.