First, start by looking at some small applications/samples to see how to "do it small":
This is an excellent resource: http://www.sulaco.co.za/
When you are done with that, you can take a look at Luuk Van Venrooi's Genesis Device engine:
http://sourceforge.net/projects/genesisdevice/
If you really want to know what it takes to design a great game engine, I suggest you buy "Game Engine Architecture" by Dave Eberly. Excellent book.
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