It really depends on what you are doing. Is this game 2D? If so, you will want to use either of the following:
Python with the pyGame library (recommended!)
C++ with the allegro graphics library
I recommend python because the syntax is a lot easier. Also, pygame is a lot easier to understand than Allegro
For 3D games, you're probably best off using C++ or another derivative of C. This is because the main 3D libraries like GLUT, OpenGL and DirectX are almost 'native' to that language. You can use these in python, but it's harder, and you have to have other library wrappers installed. I was choose OpenGL and GLUT over DirectX, as it is a lot simpler.
Hope this helps you!
Mark
PS: Pygame has support for OpenGL bindings when using python, but again, python isn't the main language that OpenGL is used in.