If you want to go 3D then forget DelphiX. Though it is possible as the game Quazatron was made with DelphiX, its far from easy, because there is very limited info about the 3D side of DelphiX.

Perhaps OpenGL is a better option for you. There are thousands of tutorials available (though most are for C/C++, but quite a few are for Delphi as well.

Here are a couple links you might want to check out (in no particular order).
NeHe simply the best source for learning opengl
Delphi3D a great source with (more advanced) Delphi opengl tutorials
DelphiGL.de A german/english site with some very cool demos and tutorials
GLScene a great (if not the greatest ) delphi library for opengl
Sulaco A good site with many tutorials and a demos
GLXtreem another library, based on DelphiX but entirely written in opengl!

There are a of course many more, but these should get you busy till at least the end of the year (if not longer )

Hope this helped a bit.

PS. Welcome to the forum