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.