OpenGL is a graphics API, just like DirectX with the good thing being supported on all platforms. Not to mention it has a lot of bindings (like Java and OpenGL binding called JOGL). But if you are planning to go into the gaming industry, DirectX is the one you should be looking at considering that all the games are aimed at Windows platform. Search up on OpenGL in Google and you would get to read a lot of interesting articles.
I say look at examples for both and decide what you want. Learn the other one later on after you've mastered the first. Knowledge on both can't ever hurt because who knows what will be there 10 years later (look at Glide)
P.S. - s.o.s knows what he is talking about more than I, just thought I'd throw my two linux tokens in.