If I may toss my ten cents:

C++ is the most common programming language, but it doesn't matter it's the best there is. It's certain that if you're thinking about a job in professional game development, you have to focus on learning C++. I can say it's not the best choice for a beginner.

On the other hand, if you're ambitious enough, you can try and make a game yourself in Delphi and then look for a publisher. I'm not entirely sure, but you can use Steam as your distribution platform, too. The fact Delphi isn't as popular as C++ doesn't mean that you can't make a game/engine/decent commercial app in it! If you ask me, I believe that Delphi isn't worse than C++, it's even better. But it's one of the controversial topics, so maybe I'll stop adding fuel to the fire.

If you are still uncertain which development API you should choose, I'd suggest OpenGL. It's fairly simple, the headers are available for Delphi, and it's easy to convert examples written in different programming languages, too. It's the best choice if you want your engine to be cross-platform.

Uff, I hope I dispelled your doubts.