Why Direct3D? Why not try OpenGL? McCLaw's RageGL engine is very good. And he is writting tutorials to help explain it all. It might be fun to play with and you can help to build a support community that will be a part of it's direction and development. But I'm only suggesting that because it seems like a great entry point into the project at this moment.

I know that this may seem like an anti-DirectX or anti-Direct3D post, but in reality there are more engine solutions with OpenGL right now: GLScene, The DelphiGL German community(which I assume is your mother toung) RageGL, GLXtreme, etc... there are just more support mechanizims in place for a beginner. Why start out slow and by yourself? If you want to move back to Direct3D and make a public engine for the community then that might be in the cards, but for now I'd recommend getting your feet wet first, but in a bucket rather than a spoon.