I'm with code_glitch on that. If you are new to programming, stick with 2D. However if you are new to game programming, but know a good amount of programming then you can get into 3D, but don't jump into an engine. You'll just lose yourself if you don't learn things in the proper order.

New to graphics and programming in general, you can check out the JEDI-SDL library. It's easy to use and has lots of examples and demos to play with. I have started a series of tutorials that you can read from PGD's Home section under Articles. It teaches you how to create an artillery game using SDL and Lazarus.